A Nonlinearity Test for Principal Component Analysis
** A statistical test developed by Kruger et al. (2005) to determine whether the underlying structure within the recorded data is linear or nonlinear.
Developers: Dr. Ali Habibnia London School of Economics alihabibnia@gmail.com
Eghbal Rahimikia
Iran University of Science and Technology
erahimi@ut.ac.ir
Hossein Mahdikhah
University of Tehran
hmkh@outlook.com
Files:
- Main function: pca_nl_test.m
- Core (related) function: pca_nl_core_test.m
- Demo: Demo.m
- Otimization functions: f_1.m and f_2.m
- Reference papers: Ref_article_1.pdf, Ref_article_1.pdf
- README: readme (this file)
** Copyright 2018 ** Cite: Habibnia, A., Rahimikia, E., & Mahdikhah, H. (2018). A Nonlinearity Test for Principal Component Analysis, MATLAB Central File Exchange. Retrieved Feb, 2018. ** Last Revision: Feb-2018 (Version 1.0)