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- function [U, S, V, variances, pcaCoords, dataReduced] = doPCA(data)
- % This uses other function than the matlab default. Data has samples in
- % rows and variables in columns.
- % For reproducible results.
- rand('seed', 4);
- % PCA of centered data. Here 20 components only.
- [U, S, V] = pca(data - mean(data), 20);
- % Calculate explained variances.
- variances = diag(S).^2 / (size(U, 1) - 1);
- variances = variances / sum(var(data)) * 100;
- % Coefficients in PCs.
- pcaCoords = U * S;
- % Reconstructed data in reduced dimensions.
- dataReduced = U * S * V';
- end
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