matlab與典型相關(guān)分析1

/第十章典型相關(guān)分析安慶師范學(xué)院胡云峰習(xí)題10.2下表給出著名統(tǒng)計(jì)學(xué)家Rao在1952年對25個家庭的成年長子的頭長（x1）、頭寬（x2）、與次子頭長（y1）、頭寬（y2）進(jìn)行調(diào)查所得數(shù)據(jù)如下:長子次子長子次子頭長頭寬頭長頭寬頭長頭寬頭長頭寬191155179145190159195157195149201152188151187158181148185149163137161130183153188149195155183158176144171142186153173148208157192152181145182146189150190149175140165137197159189152192154185152188152197159174143178147192150187151176139176143179158186148197167200158183147174147190163187150174150185152x=[191155179145;195149201152;181148185149;...183153188149;176144171142;208157192152;...189150190149;197159189152;188152197159;...192150187151;179158186148;183147174147;...174150185152;190159195157;188151187158;...163137161130;195155183158;186153173148;...181145182146;175140165137;192154185152;...174143178147;176139176143;197167200158;...190163187150]第一步計(jì)算相關(guān)系數(shù)矩陣程序R=corrcoef(x)輸出結(jié)果R=1.00000.73460.71080.70400.73461.00000.69320.70860.71080.69321.00000.83930.70400.70860.83931.0000計(jì)算A、B的特征值特征向量程序R11=R([1,2],[1,2]);R12=R([1,2],[3,4]);R21=R([3,4],[1,2]);R22=R([3,4],[3,4]);A=(R11^(-1))*R12*(R22^(-1))*R21;B=(R22^(-1))*R21*(R11^(-1))*R12;[X1B1]=eig(A);[X2B2]=eig(B);s=cov(x);s1=s([12],[12]);s2=s([3,4],[3,4]);s1(1,2)=0;s1(2,1)=0;s2(1,2)=0;s2(2,1)=0;B1=B1^(1/2)l=(s1^(-1))*X1B2=B2^(1/2)m=(s2^(-1))*X2輸出結(jié)果B1=0.7885000.0537l=0.0076-0.00740.01260.0131B2=0.0537000.7885m=-0.0070-0.00680.0157-0.0162從而得出典型相關(guān)系數(shù)和典型變量第三步典型相關(guān)系數(shù)的顯著性檢驗(yàn)這里由于數(shù)據(jù)比較少就不用程序計(jì)算了，直接手算（1）所以第一個典型相關(guān)系數(shù)為高度顯著（2）所以第二個典型相關(guān)系