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Orthogonal Linear Regression in 3D-space by using Principal Components Analysis

by Ivo Petras

 

26 Sep 2006 (Updated 18 Nov 2011)

Orthogonal Linear Regression by using PCA

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Description

Orthogonal Linear Regression in 3D-space by using Principal Components Analysis

This is a wrapper function to some pieces of the code from the Statistics Toolbox demo titled "Fitting an Orthogonal Regression Using Principal Components Analysis"
(http://www.mathworks.com/products/statistics/demos.html?file=/products/demos/shipping/stats/orthoregdemo.html),
which is Copyright by the MathWorks, Inc.

Input parameters:
 - XData: input data block -- x: axis
 - YData: input data block -- y: axis
 - ZData: input data block -- z: axis
 - geometry: type of approximation ('line','plane')
 - visualization: figure ('on','off') -- default is 'on'
 - sod: show orthogonal distances ('on','off') -- default is 'on'

Return parameters:
 - Err: error of approximation - sum of orthogonal distances
 - N: normal vector for plane, direction vector for line
 - P: point on plane or line in 3D space

Example:

>> XD = [4.8 6.7 6.2 6.2 4.1 1.9 2.0]';
>> YD = [13.4 9.9 5.8 6.1 6.7 10.6 11.5]';
>> ZD = [13.7 13.1 11.3 11.8 12.5 16.2 18.5]';
>> fit_3D_data(XD,YD,ZD,'line','on','on');
>> fit_3D_data(XD,YD,ZD,'plane','on','off');

Note: Written for Matlab 7.0 (R14) with Statistics Toolbox

We sincerely thank Peter Perkins, the author of the demo, and John D'Errico for their comments.

Ivo Petras, Igor Podlubny, May 2006
(ivo.petras@tuke.sk, igor.podlubny@tuke.sk)

An example of application can be found at:
http://uk.arxiv.org/abs/math/0609789

For additional codes for the Orthogonal Linear Regression also known as Total Least Squares Method see link:
http://www.mathworks.com/matlabcentral/fileexchange/31109

Acknowledgements
This submission has inspired the following:
Total Least Squares Method
Required Products Statistics Toolbox
MATLAB release MATLAB 7 (R14)
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Updates
28 Sep 2006

Some minor errors correction.

29 Sep 2006

Updated description, spelling correction.

04 Oct 2006

Fixing the misunderstanding around the reuse of some pieces of the code from Peter Perkins's demo.

05 Oct 2006

Updated description

10 Oct 2006

Minor changes.

18 Nov 2011

Updated description. Added screenshot.

Tag Activity for this File
Tag Applied By Date/Time
statistics Ivo Petras 22 Oct 2008 08:41:09
probability Ivo Petras 22 Oct 2008 08:41:09
total least squares Ivo Petras 22 Oct 2008 08:41:09
pca Ivo Petras 22 Oct 2008 08:41:09
orthogonal regression Ivo Petras 22 Oct 2008 08:41:09
fitting Georg Wiora 26 Jan 2009 06:36:09
pca Bhavik 09 Nov 2009 07:26:18

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