Acpf
Location: CuBatch\Model_PCA\Acpf.m

function [U,S,V,vexp,Xm] = Acpf (X,f,algo,optio);
Description:
Calculates the PCA model.If there is no missing data, PCA can be calculated by 'svds' built-in function (algo='Nipals') or by 'svd' built-in function (algo='SVD').

If there are missing data (represented by NaN), PCA is fit by 'msvd' function.
Inputs:
X: data (matrix)
f: number of pricipal components
algo: 'SVD' or 'Nipals'
optio: see Matlab help for svds built-in function.

Outputs:
U: left singular vectors
S: diagonal matrix filled with singular values.
V: right singular vectors
vexp: vector (size f) of Explained variances (%).
Xm: Modelised data (matrix)

Called by:
acp
Subroutines:
Internal: None
External: msvd,svd2

Author:
Christophe Durville
TOTALFINAELF (CReS)
Université Marne-La-Vallée
France
Last modified: 15-Nov-2002 13:04:44
Contact: Christophe Durville, cdurpp@ifrance.com
References