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X=[191 36 50;
189 37 52;
193 38 58;
162 35 62;
189 35 46;
182 36 56;
211 38 56;
167 34 60;
176 31 74;
154 33 56;
169 34 50;
166 33 52;
154 34 64;
247 46 50;
193 36 46;
202 37 62;
176 37 54;
157 32 52;
156 33 54;
138 33 68
];
Y=[5 162 60;
2 110 60;
12 101 101;
12 105 37;
13 155 58;
4 101 42;
8 101 38;
6 125 40;
15 200 40;
17 251 250;
17 120 38;
13 210 115;
14 215 105;
1 50 50 ;
6 70 31;
12 210 120;
4 60 25;
11 230 80;
15 225 73;
2 110 43];
[n,p]=size(X);
[n,q]=size(Y);
meanX=mean(X);%junzhi
varX=var(X);%fangcha
meanY=mean(Y);%junzhi
varY=var(Y);%fangcha
%%%%shu ju biao zhun hua
for i=1:p
for j=1:n
X0(j,i)=(X(j,i)-meanX(i))/((varX(i))^0.5);
end
end
for i=1:q
for j=1:n
Y0(j,i)=(Y(j,i)-meanY(i))/((varY(i))^0.5);
end
end
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%omega1(:,1)=X0'*Y0/((Y0'*X0*X0'*Y0)^0.5)
[omega(:,1),t(:,1),pp(:,1),XX(:,:,1),rr(:,1),YY(:,:,1)]=tiquzhuyuan(X0,Y0);
%tt(:,1)=X0*omega1(:,1)
%ppp(:,1)=X0'*tt(:,1)/(tt(:,1)'*tt(:,1))
%XXX(:,:,1)=X0-tt(:,1)*ppp(:,1)'%%%di yi ci zhu yuan
[omega(:,2),t(:,2),pp(:,2),XX(:,:,2),rr(:,2),YY(:,:,2)]=tiquzhuyuan(XX(:,:,1),YY(:,:,1));
%omega1(:,2)=XXX(:,:,1)'*Y0/((Y0'*XXX(:,:,1)*XXX(:,:,1)'*Y0)^0.5)
%tt(:,2)=XXX(:,:,1)*omega1(:,2)
%ppp(:,2)=XXX(:,:,1)'*tt(:,2)/(tt(:,2)'*tt(:,2))
%XXX(:,:,2)=XXX(:,:,1)-tt(:,2)*ppp(:,2)' %%%di er ci zhu yuan
PRESShj=0;
tt0=ones(n-1,2);
for i=1:n
YY0(1:(i-1),:)=Y0(1:(i-1),:);
YY0(i:(n-1),:)=Y0((i+1):n,:);
tt0(1:(i-1),:)=t(1:(i-1),:);
tt0(i:(n-1),:)=t((i+1):n,:);
% for m=1:q
%tttt=[ones(n-1,1),tt0];
% [rrrrr,bint2,Residual2(:,m)]=regress(YY0(:,m),tttt);
%rest(i,m)=Y0(i,m)-t(i,:)*rrrrr(2:3);
%end
expPRESS(i,:)=(Y0(i,:)-t(i,:)*inv((tt0'*tt0))*tt0'*YY0);
for m=1:q
PRESShj=PRESShj+expPRESS(i,m)^2;
% PRESShj1=PRESShj+rest(i,m)^2;
end
end
sum1=sum(PRESShj);
PRESSh=sum(sum1);
for m=1:q
%tttt=[ones(n,1),t(:,1)];
%[r,bint2,Residual2(:,m)]=regress(Y0(:,m),tttt);
for i=1:n
% SShj(i,m)=(Residual2(i,m))^2;
SShj(i,m)=YY(i,m,1)^2;
end
end
sum2=sum(SShj);
SSh=sum(sum2);
Q=1-(PRESSh/SSh);
k=3;
%%%%%%%%%%%%%%%% xun huan,ti qu zhu yuan
while Q>0.0975
[omega(:,k),t(:,k),pp(:,k),XX(:,:,k),rr(:,k),YY(:,:,k)]=tiquzhuyuan(XX(:,:,k-1),YY(:,:,k-1));
%omega1(:,k)=XXX(:,:,k-1)'*Y0/((Y0'*XXX(:,:,k-1)*XXX(:,:,k-1)'*Y0)^0.5)
%tt(:,k)=XXX(:,:,k-1)*omega1(:,k)
%ppp(:,k)=XXX(:,:,k-1)'*tt(:,k)/(tt(:,k)'*tt(:,k))
%XXX(:,:,k)=XXX(:,:,k-1)-tt(:,k)*ppp(:,k)' %%%di k ci zhu yuan
PRESShj=0;
tt00=ones(n-1,k);
for i=1:n
YY0(1:(i-1),:)=Y0(1:(i-1),:);
YY0(i:(n-1),:)=Y0((i+1):n,:);
tt00(1:(i-1),:)=t(1:(i-1),:);
tt00(i:(n-1),:)=t((i+1):n,:);
%for m=1:q
% tttt=[ones(n-1,1),tt00];
% [rrrrr,bint2,Residual2(:,m)]=regress(YY0(:,m),tttt)
%rest(i,m)=Y0(i,m)-t(i,:)*rrrrr(2:k+1);
%end
expPRESS(i,:)=(Y0(i,:)-t(i,:)*((tt00'*tt00)^(-1))*tt00'*YY0);
for m=1:q
PRESShj=PRESShj+expPRESS(i,m)^2;
% PRESShj=PRESShj+rest(i,m)^2;
end
end
PRESShj;
sum1=sum(PRESShj);
PRESSh=sum(sum1);
for m=1:q
% tttt=[ones(n,1),tt(:,1:(k-1))];
%[r,bint2,Residual2(:,m)]=regress(Y0(:,m),tttt);
for i=1:n
% SShj(i,m)=(Residual2(i,m))^2;
SShj(i,m)=YY(i,m,k-1)^2;
end
end
sum2=sum(SShj);
SSh=sum(sum2);
Q=1-(PRESSh/SSh)
if Q>0.0975
k=k+1;
end
end
%%%%%%%%%%%%%%%%%%%%%
h=k-1%%%%%%%%% ti chu zhu yuan de ge shu
%%%%%%%%%%%%%% huan yuan xi shu
%omegaxing=ones(p,h);
%omegaxing(:,1)=r(2)*omega1(:,1);
%for i=2:(h)
%for j=1:(i-1)
% omegaxingi =(eye(p)-omega1(:,j)*ppp(:,j)');
% omegaxingii=eye(p);
% omegaxingii=omegaxingii*omegaxingi;
% end
% omegaxing(:,i)=r(i+1)*omegaxingii*omega1(:,i);
%end
%beta1=sum(omegaxing,2);
omegaxing=ones(p,h,q);
for m=1:q
omegaxing(:,1,m)=rr(m,1)*omega(:,1);
for i=2:(h)
for j=1:(i-1)
omegaxingi =(eye(p)-omega(:,j)*pp(:,j)');
omegaxingii=eye(p);
omegaxingii=omegaxingii*omegaxingi;
end
omegaxing(:,i,m)=rr(m,i)*omegaxingii*omega(:,i);
end
beta(:,m)=sum(omegaxing(:,:,m),2);
end
%%%%%%%% zui zhong de xi shu
beta%%%%%%%%%%%%
%%%%%%%%%%%%
omega
omegaxing
%%%%%%% ji suan xiang guan xi shu
for i=1:h
for j=1:q
relation(i,j)=sum(prod(corrcoef(t(:,i),Y(:,j))))/2;
end
end
relation
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
Rd=relation.*relation;
RdYt=sum(Rd,2)/q
Rdtttt=sum(RdYt);
omega22=omega.*omega;
omega22*RdYt
VIP=((p/Rdtttt)*(omega22*RdYt)).^0.5;
clear
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