Divendres, 17 de Maig del 1996. ftp://porthos.bio.ub.es~/pub/multicua/gifi This directory contains the octave programs (*.m files) for my course on nonlinear multivariate analysis, which follows closely the book by Albert Gifi. The *.oct files are the data sets, also from the book. The postscript file contains the notes for the course (in Catalan). [Currently under revision]. For the moment both text and programs reach till chapter 3 (HOMALS). The purpose of the programs is to understand the algorithms, rather than computational efficiency. ================================================================== Description of the programs: ------------------------------------------------------------------ als1a.m als1b.m Columns of H are standardized. a = Normalized scores algorithm. (Gifi, p. 88) b = Normalized weights algorithm. (Gifi, p. 92) These programs output the results of all the iterations, so they can be plotted together. ------------------------------------------------------------------ als2a.m als2b.m Columns of H have unequal variances. a = Normalized scores algorithm. b = Normalized weights algorithm. (Gifi, p. 95) These programs output the results of all the iterations, so they can be plotted together. ------------------------------------------------------------------ als3a0.m als3a.m als3b.m Multiple solutions (Gifi, p. 98). Columns of H are standardized. a0 = Normalized scores algorithm. X is orthonormalized as X*(X'*X)^(-1/2). Apparently this algorithm does not converge [that is, it converges to different solutions depending on the initial value]. a = Normalized scores algorithm. X is orthonormalized either by Gram-Schmidt, or QR decomposition, or SVD decomposition. b = Normalized weights algorithm. Gram-Schmidt. ------------------------------------------------------------------ svdcomp .m Multiple solutions. Columns of H are standardized. Singular value decomposition of H (to compare with ALS solutions). ------------------------------------------------------------------ als4a.m als4b.m Multiple solutions Columns of H have unequal variances. a = Normalized scores algorithm. b = Normalized weights algorithm. ------------------------------------------------------------------ homals1.m homals2.m homals3a.m 1 = First solution. x standardized. 2 = First solution. y standardized. 3a = Multiple solutions. X standardized. ------------------------------------------------------------------ corresp.m Ordinary correspondence analysis of a two way contingency table ------------------------------------------------------------------ mca1.m One version of multiple correspondence analysis, to compare with Homals. ==================================================================== Other auxiliary routines: burt.m * Compute the Burt matrix from a data matrix. eigsort.m * Sorted eigenvalue-eigenvector grschm.m * Gram-Schmidt orthonormalization (possibly with respect to a positive definite scalar product matrix). htoind.m * Computes the indicator matrix for a data matrix. optscal.m * Compute the optimally scaled data matrix, from the indicator matrix and the category quantifications computed by homals. percent.m * Compute percentages and cumulative percentages of a vector of nonnegative numbers. profile.m * Compute profiles of a two way contingency table ssq.m * Compute sum of squares of a matrix. tabtoind.m * Converts a two-way contingency table into an indicator matrix. ------------------------------------------------------------------ Josep Fortiana josepf@porthos.bio.ub.es