Sha256: c95a90228b5bce99ac9d5a0ecd0235346f8afa45e6bf18f424499ca4294d88de
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Size: 987 Bytes
Versions: 10
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Stored size: 987 Bytes
Contents
#!/usr/bin/ruby $:.unshift(File.dirname(__FILE__)+'/../lib/') require 'statsample' samples=100 variables=30 iterations=50 rng = GSL::Rng.alloc() f1=samples.times.collect {rng.ugaussian()}.to_scale f2=samples.times.collect {rng.ugaussian()}.to_scale f3=samples.times.collect {rng.ugaussian()}.to_scale 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.ugaussian()}.to_scale end ds=vectors.to_dataset pa=Statsample::Factor::ParallelAnalysis.new(ds, :iterations=>iterations, :debug=>true) pca=Statsample::Factor::PCA.new(Statsample::Bivariate.correlation_matrix(ds)) rb=ReportBuilder.new(:name=>"Parallel Analysis with simulation") do |g| g.text("There are 3 real factors on data") g.parse_element(pca) g.text("Traditional Kaiser criterion (k>1) returns #{pca.m} factors") g.parse_element(pa) g.text("Parallel Analysis returns #{pa.number_of_factors} factors to preserve") end puts rb.to_text
Version data entries
10 entries across 10 versions & 1 rubygems