pcares (Statistics Toolbox)

Residuals from a Principal Components Analysis.

Syntax

residuals = pcares(X,ndim)

Description

pcares(X,ndim) returns the residuals obtained by retaining ndim principal components of X. Note that ndim is a scalar and must be less than the number of columns in X. Use the data matrix, the covariance matrix, with this
function.

Example

This example shows the drop in the residuals from the first row of the Hald data as the number of component dimensions increase from one to three.

load hald
r1 = pcares(ingredients,1);
r2 = pcares(ingredients,2);
r3 = pcares(ingredients,3);
r11 = r1(1,:)

r11 =

    2.0350    2.8304   -6.8378    3.0879

r21 = r2(1,:)

r21 =

   -2.4037    2.6930   -1.6482    2.3425

r31 = r3(1,:)

r31 =

    0.2008    0.1957    0.2045    0.1921

Reference

Jackson, J. E., A User's Guide to Principal Components, John Wiley and Sons, Inc. 1991. pp. 1-25.