Sha256: 2ae6fb9b69d5793759da65476f54f279919ba6dce02b213e127b281071131613
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Size: 883 Bytes
Versions: 10
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Stored size: 883 Bytes
Contents
#!/usr/bin/ruby $:.unshift(File.dirname(__FILE__)+'/../lib/') require 'statsample' samples=150 variables=30 iterations=50 Statsample::Analysis.store(Statsample::Factor::ParallelAnalysis) do rng = Distribution::Normal.rng() f1=rnorm(samples) f2=rnorm(samples) f3=rnorm(samples) vectors={} variables.times do |i| vectors["v#{i}"]=samples.times.collect {|nv| f1[nv]*i+(f2[nv]*(15-i))+((f3[nv]*(30-i))*1.5)*rng.call}.to_scale vectors["v#{i}"].name="Vector #{i}" end ds=vectors.to_dataset pa=Statsample::Factor::ParallelAnalysis.new(ds, :iterations=>iterations, :debug=>true) pca=pca(cor(ds)) echo "There are 3 real factors on data" summary pca echo "Traditional Kaiser criterion (k>1) returns #{pca.m} factors" summary pa echo "Parallel Analysis returns #{pa.number_of_factors} factors to preserve" end if __FILE__==$0 Statsample::Analysis.run_batch end
Version data entries
10 entries across 10 versions & 1 rubygems