brede_svd_test

(export/brede/brede_svd_test.m)

Function Synopsis

Output = brede_svd_test(Input, varargin)

Help text

 brede_svd_test       - Test for principal components. 

       Output = brede_svd_test(Input, varargin)

       Input: Input      Vector 

       Property: Input    [ Eigenvalues | Mat | DataMatrix |
                          SingularValues ] 
                 Output   [ {Pvalues} ]
                 Type     [ {Bartlett} ]
                 N        Number of objects (samples)

	Output:	Output     Result of the test

       This function performs a test on the singular value
       decomposition. 
  
       'Bartlett' will make Bartlett approximation to the test for
       isotropy among the last k principal components. If 'Output' is
       set to 'Pvalues' then the p-values of Bartlett's
       approximation. The result is returned in a vector from k=0 to
       k=p-1 

       Reference:
         Mardia, Kent, Bibby, Multivariate Analysis, pp. 235-236.

       Example:
         % Example from Mardia
         brede_svd_test([ 187.14 3.54 1.05], 'input', ...
           'eigenvalues', 'n', 24)


       See also BREDE, BREDE_SVD_EST.

 $Id: brede_svd_test.m,v 1.1 2006/07/17 18:13:49 fn Exp $

Cross-Reference Information

brede_cdf_chi2 export/brede/brede_cdf_chi2.m
brede_svd_est  export/brede/brede_svd_est.m