Changeset 16a9f53 in tol

Timestamp:

Dec 5, 2008, 3:59:23 PM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

6fc1946

Parents:

7f8c3ba

Message:

VBR: anotación y recordatorio para futura implementación de Análisis de componentes principales

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@263 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/stdlib/math/stat/models/bayesian/bysMcmc/_inference_functions.tol (modified) (1 diff)

tol/stdlib/math/stat/models/bayesian/bysMcmc/_inference_functions.tol

@@ -147 +147 @@
   Eval(name+".Param.Signif=test")
 })};
+
+/* * /
+//////////////////////////////////////////////////////////////////////////////
+//VBR: anotación y recordatorio para futura implementación de
+//Análisis de componentes principales
+//////////////////////////////////////////////////////////////////////////////
+Matrix mcmc = bsr.oneNode.probit::_.estim::report::mcmc;
+Matrix param.average = bsr.oneNode.probit::_.estim::param.average;
+Matrix mcmc.nu = Group("ConcatColumns",For(1,Columns(param.average),Matrix(Real j)
+{
+  Real nu = MatDat(param.average,1,j);
+  Rand(Rows(mcmc),1,nu,nu)
+}));
+Matrix mcmc.dif = mcmc - mcmc.nu;
+Matrix mcmc.cov = MtMSqr(mcmc.dif);
+Matrix mcmc.cor = NormDiag(mcmc.cov);
+Set svd = SVD(mcmc.cov);
+Matrix principalComponents = mcmc.dif*svd[3];
+/* */
 
 /////////////////////////////////////////////////////////////////////////////