Documentation of SVD_routine

Global Index (all files) (short | long) | Local Index (files in subdir) (short | long)

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  Weight data accordingly

Cross-Reference Information

Listing of script SVD_routine

ldat = ; %  left data field
rdat = ; %  right data field

c = covar_nan(ldat, rdat);
[lpat, sv, rpat] = svd(c);
sv = diag(sv);

scv = sv.^2./sum(sv.^2);
rmsc = (sum(sum(c.^2))./(sum(var_nan(ldat))*sum(var_nan(rdat))))^0.5;

ltime = covar_nan(ldat', lpat);
rtime = covar_nan(rdat', rpat);

%  Get homogeneous patterns by regressing original 
%  (unweighted) right data onto right time series, etc.
%
%  Get heterogeneous patterns by regressing original
%  (unweighted) right data onto left time series, etc.
%

ldat = ; %  Original left data field
rdat = ; %  Original right data field

tim = ltime(:,1);
tim = (tim - mean(tim))./std(tim);
lhomo = covar_nan(tim, ldat);
rhetero = covar_nan(tim, rdat);

tim = rtime(:,1);
tim = (tim - mean(tim))./std(tim);
rhomo = covar_nan(tim, rdat);
lhetero = covar_nan(tim, ldat);