Cannot interpret pca results

2 vues (au cours des 30 derniers jours)
Jaime  de la Mota
Jaime de la Mota le 25 Avr 2018
Hello everyone. I have generated a code which transforms a stochastic process making it dependant on uncorrelated random variables. However, the result doesn't look like the input at all. Can someone tell me why my score coefficient doesn't look like my input argument S?
if true
V = unifrnd(1,2,1,10000);
A = betarnd(2,2,1,10000);
t=50;
for i=1:t
S(i,:)=V*i+0.5*A*i^2;
theoreticalmeanS(i)=3/2*i+1/4*i^2;
meanS(i)=mean(S(i));
end
[coeff, score, latent]=pca(S');
scoreT=score';
figure('Name', 'coeff, principal component eigenvectors')
hold on
for i=1:t
plot(coeff(:,i))
end
figure
hold on
plot(S)
figure
hold on
plot(scoreT)
end
Thanks for reading.

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