hotelling.py 文件源码

def plot(self, data, size, newdata=None):

        data = np.array(data)
        numsample = len(data)

        colmean = np.mean(data, axis=0)
        matcov = np.cov(data.T)
        matinv = np.linalg.inv(matcov)

        values = []
        for sample in data:
            dif = sample - colmean
            value = matinv.dot(dif.T).dot(dif)
            values.append(value)

        cl = ((numsample - 1)**2) / numsample
        lcl = cl * beta.ppf(0.00135, size / 2, (numsample - size - 1) / 2)
        center = cl * beta.ppf(0.5, size / 2, (numsample - size - 1) / 2)
        ucl = cl * beta.ppf(0.99865, size / 2, (numsample - size - 1) / 2)

        return (values, center, lcl, ucl, self._title)