Does the statement, ca = sqrt(2)*erfinv(cl/100), on line 148 in the file of simca.m represents the upper 1 − α quantile of the standard normal distribution? Does it equals to norminv(α,0,1)in Matlab?
SVD: X=U*sigma*V'
PCA: X'*X=V*sigma^2*V'
Thus,eigenvalues are on the diagonal of sigma^2.
The calculation for Qlim in the file of SIMCA.m might be fixed for the vector eive consisting of the singular values rather than the eigenvalues.
Does the statement, ca = sqrt(2)*erfinv(cl/100), on line 148 in the file of simca.m represents the upper 1 − α quantile of the standard normal distribution? Does it equals to norminv(α,0,1)in Matlab?
SVD: X=U*sigma*V'
PCA: X'*X=V*sigma^2*V'
Thus,eigenvalues are on the diagonal of sigma^2.
The calculation for Qlim in the file of SIMCA.m might be fixed for the vector eive consisting of the singular values rather than the eigenvalues.
Comment only