摘要
讨论了主成分分析中的几类问题的计算方法,重点揭示在协方差矩阵中对角元素相同时的第一主成分及贡献率和对角元素不同时的主成分贡献率.经讨论后给出有关计算公式,并说明这些计算公式在多元统计分析中的实际作用.
Several types of problems and calculation methods in the analysis of principal components were discussed. It especially focused on the first principal component and its contribution rates when the diagonal elements in covari- ance matrix are the same as well as the contribution rates of principal components when the diagonal elements are different. The discussion is given in relation to the calculation formula and the formula for calculating these in the multivariate statistical analysis of the actual effect.
出处
《天津科技大学学报》
CAS
2010年第2期76-78,共3页
Journal of Tianjin University of Science & Technology
关键词
主成分分析
协方差矩阵
特征值
贡献率
principal component analysis
covariancematrix
eigenvalue
contribution rate
