360 lines
42 KiB
Plaintext
360 lines
42 KiB
Plaintext
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [],
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"source": [
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"using CSV\n",
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"using DataFrames\n",
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"using Plots\n",
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"using StatsPlots\n",
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"using GLM\n",
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"using Statistics\n",
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"using Distributions\n",
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"using Random\n",
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"using MultivariateStats"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"FullNormal(\n",
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"dim: 2\n",
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"μ: [0.0, 0.0]\n",
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"Σ: [1.0 1.0; 1.0 2.0]\n",
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")\n"
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]
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},
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"execution_count": 2,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"μ = [0, 0]\n",
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"σ = [1.0 1.0; 1.0 2.0]\n",
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"dist = Distributions.MvNormal(μ, σ)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"2×100 Array{Float64,2}:\n",
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" 1.90728 0.417492 0.514817 0.453653 … 0.991181 1.40246 0.892847\n",
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" 0.710246 0.31368 -0.209396 -0.669405 1.54026 1.47478 1.03204"
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]
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},
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"execution_count": 3,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"sample = rand(dist, 100) # the random samples are close to Figure 6.14"
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]
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},
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{
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"cell_type": "code",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"PCA(indim = 2, outdim = 2, principalratio = 1.0)"
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]
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},
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"execution_count": 4,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"p = fit(PCA, sample)"
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]
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},
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{
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},
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"execution_count": 34,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"proj = projection(p) # get principle component\n",
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"x = sample[1, :]\n",
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"y = sample[2, :]\n",
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"\n",
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"scatter(x, y)\n",
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"first_pca = proj[:, 2] # principle components are sorted in descending order\n",
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"second_pca = proj[:, 1]\n",
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"plot!([-2, 2], [(2 * first_pca[1] / first_pca[2]), (-2 * first_pca[1] / first_pca[2])])\n",
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"plot!([-2, 2], [(2 * second_pca[1] / second_pca[2]), (-2 * second_pca[1] / second_pca[2])])\n"
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]
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},
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{
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"cell_type": "code",
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"metadata": {},
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"outputs": [],
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"source": []
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}
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