Home > By category > Scripts >Development Tools > Correlation elimination in multivariate correlated data

# Correlation elimination in multivariate correlated data

• Downloads:
• Views:
• Rating:

USAGE: [Y CovY] = Correlation_elimination( X )

INPUT:
X denote multivariate original observations (correlated data)

OUTPUT:
Y denote the multivariate uncorrelated data

CovY is the covariance of Y
_________________________________________

Example:
Transform the multivariate Poisson-Weibull (X) data to new uncorrelated data (Y)

%Generating random data (using NORTA method)
corrZ=[1 0.5;0.5 1];
Z=mvnrnd([0 0],corrZ,1000);
X(:,1)=poissinv(normcdf(Z(:,1)),3);
X(:,2)=wblinv(normcdf(Z(:,1)),3,2);
X=X';
[Y CovY] = Correlation_elimination( X )

_________________________________________

This function transforms original correlated variables to uncorrelated variables.

It is useful to transform multivariate normal or non-normal data to new set of variables without correlations.

One of the applications of this function is in quality control area.
_________________________________________

See also skewreduction function by Babak, using following two functions together with transform original correlated data (X) to multivariate uncorrelated normal (close to normal) data:

[Y CovY] = Correlation_elimination( X )
[zt r sk]=skewreduction(y)

_________________________________________

References:

1- Niaki STA, Abbasi B. "A Transformation Technique in Designing Multi-Attributes C Control Charts," Scientia Iranica, International Journal of Science & Technology, 2008, 15(1), 125-130,

2-Niaki STA, Abbasi B. "Fault Diagnosis in Multivariate Control Charts Using Artificial Neural Networks," J. Qual. & Relia. Eng. Int., 2005, 21(8), 825-840,

3- Golnabi S., Houshmand A., "Multivariate Shewhart X-bar Chart" Internet Statistics, 4,d-deOCLA web based journal (1999).

Free download from Shareware Connection - USAGE: [Y CovY] = Correlation_elimination( X )

Publisher: Babak Abbasi | License: Shareware
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 26-06-2013 | Rating: 0 | Title: Correlation elimination in multivariate correlated data

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/32838/3/Correlation_elimination.zip

More downloads from Correlation elimination in multivariate correlated data publisher Babak Abbasi:

skewreduction.m- skewness reduction (transformation method) - This function tranform x (a skewed data) to xt in which xt has skewness close to zero

Correlation elimination in multivariate correlated data keywords:
Correlation elimination in multivariate correlated data related downloads:

Circular Correlation Coefficient - Fisher, N.I. and A.J. Lee (1983) A correlation coefficient for circular data. Biometrika Trust

International Game Technology - This app gives International Game Technology (NYSE: IGT) investors online access to the latest stock price information, news, SEC Filings from International Game Technology, as well as background information and corporate documents.

Geo Data International Streets - For many countries street coordinates are present with coverage degrees upto 100 percent. The geo data offered here are in high-precision quality and are present in different coordinate and reference systems.

SCIROCCO ADO Data Control - Navigate, Add, Delete, Edit, Search, Undo and Save changes to ADO recordsets!

SCIROCCO DAO Data Control - Navigate, Add, Delete, Edit, Search, Undo and Save changes to DAO recordsets!

Shareware Connection periodically updates pricing and software information of 'Correlation elimination in multivariate correlated data' from company source 'Babak Abbasi' , so some information may be slightly out-of-date. You should confirm all information before relying on it. Software piracy is theft,  Using 'Correlation elimination in multivariate correlated data' crack, password, serial numbers, registration codes, key generators is illegal and prevent future development of Correlation elimination in multivariate correlated data.

New Reviews

Panda Cloud Cleaner - PC security has become a tricky and complicated subject both for home users and network supervisors, with complexity and risk factors multiplying over the years. Using a single antivirus app may not be enough anymore. That explains why many users ...

SeaMonkey, Portable Edition - Using the Internet has become a necessity for a majority of people, including those who do not use a PC regularly. To browse web, stream video or download online content, people often resort to using various third party apps. For example, using ...

Zoolz - No serious PC user needs introduction about the need to backup data, both at home and workplace. There was a time when majority of people used external HDD or storage media to backup important data. However, local data backup has its limitations ...

Edius Pro - In the last few years, NLE video editor segment has become somewhat populated than earlier, with big names like Sony vying for attention with established behemoths like Adobe. However, Adobe’s move to subscription only model has deterred ...

WWPass BlackBook and Personal Secure Storage - With time, PC security is turning out to be more complex and tedious matter. You can no longer rely on security apps but ensuring privacy of data is also important. While many password manager apps offer secure data encryption options, losing the ...

FileStream TurboBackup - Nowadays, data security and backup have become commonplace activity for nearly all PC users. You need to backup precious data either in external media or cloud storage services to evade circumstances like hard disk failure or malware invasion. ...

Soft4Boost Slideshow Studio - Nowadays you can record video using a number of devices including smart phones and tablets. However, some people still prefer using still images and music to create slideshows. Slideshows can be created for preserving fond memories digitally with ...

McAfee SiteAdvisor Live - Nowadays, PC users look for more than a standalone antivirus software to boost their PC protection level. If you feel concerned about online safety and need a more secure browsing experience, it is prudent that you use an add-on security tool ...

SyncMate - Just like windows users, Macintosh users also need to sync their data with myriads of other devices and other Macs. It is possible to use Apple’s much touted iCloud to sync a Mac with other iOS based devices but that may not fit ...

Stellar Speedup Mac - While Macintosh computers are known for their stellar speed and multitasking prowess they also become subjected to pitfalls of usage. After prolonged use, junk files pile up and bits of installed apps remain scattered on the hard disk. These, ...

New Downloads

Music Editor Free 2015

Music Editor Free is an
audio-editing tool for music
production that supports many
popular audio formats and
features ...

recursive solver to peg
solitaire contest

A recursive version of the
fast solver to provide more
tweak handles for those wish
to push the 3-minute limits

game_solve

The input to this function is
a matrix A in which A(i,j)
represents the payoff from the
"column" player to the "row"
...

Sentimeter

This plugin allows users to
express sentiments (a la
getsatisfaction.com, e.g.
happy, neutral, outraged etc.)

Simulink Block for Real
Time Execution

This block is a version of the
block given in the submission
"Simulink Real Time Execution"
(File ID:#21908) with some ...

0-1 Knapsack

Please let others rate your
work

Direction of Arrival
Estimation with MUSIC
Algorithm

In many practical signal
processing problems, the
objective is to estimate from
measurements a set of constant
parameters ...

Scr.im Email Saver

Do your users leave their
Email IDs in their comments
and you want to prevent that?
Well, then this plugin is
pefect for you!

EC Role Price

ecommerce plugin to have
different prices for different
roles and for each product.

Context Theme

This Drupal module provides
the ability to set the current
theme based on context

Pareto Front Using Fitness
Sharing

This code finds and plots the
Pareto front of the following
problem

Roaming Cursor for Graphics
and Animations

Roaming Cursor script presents
a cursor image that moves on a
random path.