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principal.py File Reference


namespace  principal

Detailed Description

View in nbviewer Open in SWAN Principal Components Analysis (PCA) example

Example of using TPrincipal as a stand alone class.

I create n-dimensional data points, where c = trunc(n / 5) + 1 are correlated with the rest n - c randomly distributed variables.

Based on principal.C by Rene Brun and Christian Holm Christensen

from ROOT import TPrincipal, gRandom, TBrowser, vector
n = 10
m = 10000
c = int(n / 5) + 1
print ("""*************************************************
* Principal Component Analysis *
* *
* Number of variables: {0:4d} *
* Number of data points: {1:8d} *
* Number of dependent variables: {2:4d} *
* *
*************************************************""".format(n, m, c))
# Initilase the TPrincipal object. Use the empty string for the
# final argument, if you don't wan't the covariance
# matrix. Normalising the covariance matrix is a good idea if your
# variables have different orders of magnitude.
principal = TPrincipal(n, "ND")
# Use a pseudo-random number generator
randumNum = gRandom
# Make the m data-points
# Make a variable to hold our data
# Allocate memory for the data point
data = vector('double')()
for i in range(m):
# First we create the un-correlated, random variables, according
# to one of three distributions
for j in range(n - c):
if j % 3 == 0:
data.push_back(randumNum.Gaus(5, 1))
elif j % 3 == 1:
# Then we create the correlated variables
for j in range(c):
for k in range(n - c - j):
data[n - c + j] += data[k]
# Finally we're ready to add this datapoint to the PCA
# Do the actual analysis
# Print out the result on
# Test the PCA
# Make some histograms of the orginal, principal, residue, etc data
# Make two functions to map between feature and pattern space
# Start a browser, so that we may browse the histograms generated
# above
b = TBrowser("principalBrowser", principal)
Using a TBrowser one can browse all ROOT objects.
Definition TBrowser.h:37
Principal Components Analysis (PCA)
Definition TPrincipal.h:21
Juan Fernando Jaramillo Botero

Definition in file principal.py.