matlab pca可视化,主成分分析 (PCA) 的主轴和置信椭圆可视化

clc

clear all

close all

%% 生成数据点

% rng('default');

n = 300;

data = [randn(n, 2)*0.85+ones(n, 2); randn(n, 2)*0.85-ones(n, 2)];

center = mean(data);

%% PCA

[coeff, ~, latent, ~, ~] = pca(data);

% r1 r2 为自定义的向量大小参数(模)

r1 = 6;

r2 = 3;

% p1 p2 为第一主轴和第二主轴上的点

p1 = r1*coeff(:, 1)'+center;

p2 = r2*coeff(:, 2)'+center;

% 主轴方向与X轴之间的夹角

angle = cart2pol(coeff(1, :), coeff(2, :))*180/pi;

beta = angle(1, 1);

% 置信椭圆坐标(以 95% 为例)

semimajor = sqrt(latent(1, 1)); % 长轴长度(一半)

semiminor = sqrt(latent(2, 1)); % 短轴长度(一半)

alpha = linspace(0, 360, 2000)';

% 卡方分布表

% level = 4.605;  % 90%

level = 5.991;  % 95%

% level = 9.210;  % 99%

% 椭圆坐标点

ellipse_X = center(1, 1)+sqrt(level)*(semimajor*cosd(alpha)*cosd(beta)-...

semiminor*sind(alpha)*sind(beta));

ellipse_Y = center(1, 2)+sqrt(level)*(semimajor*cosd(alpha)*sind(beta)+...

semiminor*sind(alpha)*cosd(beta));

%% 可视化

figure

hold on

box on

grid on

% 原始数据

scatter(data(:, 1), data(:, 2), 15, 'LineWidth', 1.2,...

'MarkerEdgeColor', [151, 138, 189]/255,...

'MarkerFaceColor', [151, 138, 189]/255);

xlim([-5, 5]);

ylim([-5, 5]);

set(gca, 'linewidth', 1.5)

% 置信椭圆

plot(ellipse_X, ellipse_Y, 'Color', [0, 102, 255]/255,...

'LineStyle', '-', 'LineWidth', 3),

% 第一主轴方向

arrow_1 = annotation('arrow', 'Color', [162, 20, 47]/255,...

'HeadStyle', 'cback2', 'LineWidth', 3, 'HeadWidth', 20, 'HeadLength', 20);

arrow_1.Parent = gca;

arrow_1.X = [center(1, 1), p1(1, 1)];

arrow_1.Y = [center(1, 2), p1(1, 2)];

% 第二主轴方向

arrow_2 = annotation('arrow', 'Color', [0, 114, 189]/255,...

'HeadStyle', 'cback2', 'LineWidth', 3, 'HeadWidth', 20, 'HeadLength', 20);

arrow_2.Parent = gca;

arrow_2.X = [center(1, 1), p2(1, 1)];

arrow_2.Y = [center(1, 2), p2(1, 2)];

% 中心点

plot(center(1, 1), center(1, 2),...

'Marker', 'o',...

'MarkerSize', 8,...

'MarkerEdgeColor', [162, 20, 47]/255,...

'MarkerFaceColor', [162, 20, 47]/255);

% title('主轴方向和置信椭圆', 'FontSize', 16, 'FontWeight', 'bold')

% text(2, -3, '99% 置信椭圆', 'FontSize', 16, 'FontWeight', 'bold')

axis equal