dd1.asv

来自「多元统计程序包」· ASV 代码 · 共 36 行

function [B,U,Q,R,F,SS]=dd1(X,Y,m,n)
for i=1:m
    M(i)=mean(X(:,i));
    X1(:,i)=X(:,i)-M(i);
end    
y=mean(Y);
Y1=Y-y;
for i=1:m
    for j=1:m
        S(i,j)=sum(X1(:,i).*X1(:,j));
    end
        Sy(i)=sum(X1(:,i).*Y1);
end
Sy=Sy';
M=M';
B=inv(S)*Sy;
y1=sum(M.*B);
b0=y-y1;
B=[b0;B]
for i=1:n
YY(i)=sum(B(2:m+1).*X(i,:)')+B(1);
Y3(i)=Y(i)-YY(i);
end
Y2=YY-y;
U=sum(Y2.^2)
Q=sum(Y3.^2)
t=Q/(U+Q);
R=sqrtm(1-t)
f1=U/m;
f2=Q/(n-m-1);
F=f1/f2
SS=sqrtm(f2)