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scripts default iconCorrelation elimination in multivariate correlated data (Scripts) Publisher's description

USAGE: [Y CovY] = Correlation_elimination( X )

USAGE: [Y CovY] = Correlation_elimination( X )

X denote multivariate original observations (correlated data)

Y denote the multivariate uncorrelated data

CovY is the covariance of Y

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);
[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)



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,—A web based journal (1999).

System Requirements:

MATLAB 7.7 (R2008b)
Program Release Status: New Release
Program Install Support: Install and Uninstall

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