Analisis Data Multivariat 1
Mutiara Meisya Fadila
2025-09-09
Analisis Multivariat
Suatu analisis yang melibatkan variabel dalam jumlah lebih dari atau sama dengan 3 variabel.
A. Aljabar Matriks dan Vektor Acak
Dalam pengaplikasian analisis data multivariat, pemahaman konsep dasar matriks dan vektor sangat diperlukan. Berikut merupakan penjelasan nya:
1. Matriks
- Operasi Matriks
# input data #
X = matrix(c(6.5,8.2,7.9,
5.4,7.0,6.7,
8.1,6.9,9.2), nrow = 3, ncol = 3, byrow = TRUE); X
## [,1] [,2] [,3]
## [1,] 6.5 8.2 7.9
## [2,] 5.4 7.0 6.7
## [3,] 8.1 6.9 9.2
Y = matrix(c(7.3,6.8,8.5,
8.9,7.6,6.1,
9.4,8.0,7.2), nrow = 3, ncol = 3, byrow = TRUE); Y
## [,1] [,2] [,3]
## [1,] 7.3 6.8 8.5
## [2,] 8.9 7.6 6.1
## [3,] 9.4 8.0 7.2
# penjumlahan
X + Y
## [,1] [,2] [,3]
## [1,] 13.8 15.0 16.4
## [2,] 14.3 14.6 12.8
## [3,] 17.5 14.9 16.4
# pengurangan
X - Y
## [,1] [,2] [,3]
## [1,] -0.8 1.4 -0.6
## [2,] -3.5 -0.6 0.6
## [3,] -1.3 -1.1 2.0
Y - X
## [,1] [,2] [,3]
## [1,] 0.8 -1.4 0.6
## [2,] 3.5 0.6 -0.6
## [3,] 1.3 1.1 -2.0
# perkalian
X %*% Y
## [,1] [,2] [,3]
## [1,] 194.69 169.72 162.15
## [2,] 164.70 143.52 136.84
## [3,] 207.02 181.12 177.18
Y %*% X
## [,1] [,2] [,3]
## [1,] 153.02 166.11 181.43
## [2,] 148.30 168.27 177.35
## [3,] 162.62 182.76 194.10
# perkalian antar elemen
X*Y
## [,1] [,2] [,3]
## [1,] 47.45 55.76 67.15
## [2,] 48.06 53.20 40.87
## [3,] 76.14 55.20 66.24
2*X
## [,1] [,2] [,3]
## [1,] 13.0 16.4 15.8
## [2,] 10.8 14.0 13.4
## [3,] 16.2 13.8 18.4
# transpose
transX = t(X); transX
## [,1] [,2] [,3]
## [1,] 6.5 5.4 8.1
## [2,] 8.2 7.0 6.9
## [3,] 7.9 6.7 9.2
transY = t(Y); transY
## [,1] [,2] [,3]
## [1,] 7.3 8.9 9.4
## [2,] 6.8 7.6 8.0
## [3,] 8.5 6.1 7.2
# invers
inv_X = solve(X); inv_X
## [,1] [,2] [,3]
## [1,] 8.384864 -9.658514 -0.1661283
## [2,] 2.118136 -1.933549 -0.4107060
## [3,] -8.970928 9.953853 0.5629903
inv_Y = solve(Y); inv_Y
## [,1] [,2] [,3]
## [1,] -1.27147766 -4.089347 4.965636
## [2,] 1.44759450 5.871993 -6.683849
## [3,] 0.05154639 -1.185567 1.082474
# determinan
det(X)
## [1] 2.167
det(Y)
## [1] -4.656- Contoh lain
A <- matrix(21:40, nrow=4, ncol=5) ; A
## [,1] [,2] [,3] [,4] [,5]
## [1,] 21 25 29 33 37
## [2,] 22 26 30 34 38
## [3,] 23 27 31 35 39
## [4,] 24 28 32 36 40
b <- c(4,7,2,8,5,9,6,3,1,10,12,11)
B <- matrix(b, nrow=3, ncol=4, byrow=TRUE) ; B
## [,1] [,2] [,3] [,4]
## [1,] 4 7 2 8
## [2,] 5 9 6 3
## [3,] 1 10 12 11
sel <- c(15,9,27,18)
nama_kolom <- c("C1", "C2")
nama_baris <- c("R1", "R2")
C <- matrix(sel, nrow=2, ncol=2,
byrow=TRUE, dimnames=list(nama_baris,
nama_kolom)) ; C
## C1 C2
## R1 15 9
## R2 27 18
# Memanggil Komponen Matriks
A
## [,1] [,2] [,3] [,4] [,5]
## [1,] 21 25 29 33 37
## [2,] 22 26 30 34 38
## [3,] 23 27 31 35 39
## [4,] 24 28 32 36 40
A[,2] # Kolom 2
## [1] 25 26 27 28
A[3,] # Baris 3
## [1] 23 27 31 35 39
A[3,2] # Sel(3, 2)
## [1] 27
A[c(1,3),2] # Sel(1,2) dan sel(3,2)
## [1] 25 27
A[,1:3] # kolom(1,2,3)
## [,1] [,2] [,3]
## [1,] 21 25 29
## [2,] 22 26 30
## [3,] 23 27 31
## [4,] 24 28 32
A[2:4,] # baris(2,3,4)
## [,1] [,2] [,3] [,4] [,5]
## [1,] 22 26 30 34 38
## [2,] 23 27 31 35 39
## [3,] 24 28 32 36 40- Nilai Eigen dan Vektor Eigen
eigX = eigen(X); eigX
## eigen() decomposition
## $values
## [1] 22.0140019 0.4816027 0.2043953
##
## $vectors
## [,1] [,2] [,3]
## [1,] -0.5877156 -0.5263753 -0.6237168
## [2,] -0.4964624 -0.3570747 -0.2383316
## [3,] -0.6388392 0.7716390 0.7444296
eigY = eigen(Y); eigY
## eigen() decomposition
## $values
## [1] 23.230397 -1.286223 0.155826
##
## $vectors
## [,1] [,2] [,3]
## [1,] -0.5633011 -0.7710948 0.5522886
## [2,] -0.5584126 0.5270180 -0.8126545
## [3,] -0.6089887 0.3573023 0.1859299
eigvalX = eigX$values; eigvalX
## [1] 22.0140019 0.4816027 0.2043953
eigvalY = eigY$values; eigvalY
## [1] 23.230397 -1.286223 0.155826
eigvecX = eigX$vectors; eigvecX
## [,1] [,2] [,3]
## [1,] -0.5877156 -0.5263753 -0.6237168
## [2,] -0.4964624 -0.3570747 -0.2383316
## [3,] -0.6388392 0.7716390 0.7444296
eigvecY = eigY$vectors; eigvecY
## [,1] [,2] [,3]
## [1,] -0.5633011 -0.7710948 0.5522886
## [2,] -0.5584126 0.5270180 -0.8126545
## [3,] -0.6089887 0.3573023 0.1859299Eigen Value menunjukkan jumlah variasi (informasi) yang dapat dijelaskan oleh satu komponen. Eigen Vector menunjukkan jumlah variasi (informasi) yang dijelaskan suatu komponen lainnya. Eigen Value dan eigen vector ini sangat berguna dalam analisis data multivariat misalnya Principal Komponen Analysis, Factor Analysis, dll.
2. Dekomposisi Singular Value (SVD)
## SVD memecah sebuah matriks 𝐴m×n menjadi tiga matriks
library(MASS)
a <- matrix(c(5,-3,6,2,-4,8,-2,5,-1,7,3,9), 4, 3, byrow=TRUE)
a
## [,1] [,2] [,3]
## [1,] 5 -3 6
## [2,] 2 -4 8
## [3,] -2 5 -1
## [4,] 7 3 9
svd_result <- svd(a)
singular_value <- svd_result$d ; singular_value
## [1] 16.07076 7.41936 3.11187
U <- svd_result$u ; U
## [,1] [,2] [,3]
## [1,] -0.5046975 0.2278362 -0.3742460
## [2,] -0.5178195 0.4138180 0.7413297
## [3,] 0.1646416 -0.6063789 0.5337354
## [4,] -0.6708477 -0.6396483 -0.1596770
V <- svd_result$v ; V
## [,1] [,2] [,3]
## [1,] -0.5341591 -0.17494276 -0.8270847
## [2,] 0.1490928 -0.98251336 0.1115295
## [3,] -0.8321330 -0.06373793 0.55090113. Matriks Jarak
set.seed(321)
ss <- sample(1:50, 15)
df <- USArrests[ss, ]
df.scaled <- scale(df); df.scaled
## Murder Assault UrbanPop Rape
## Wyoming -0.3721741 -0.02296746 -0.3418930 -0.62039386
## Illinois 0.4221896 1.02244775 1.2520675 0.62633064
## Mississippi 1.6799322 1.14124493 -1.4507350 -0.39776448
## Kansas -0.5486994 -0.56943449 0.0739228 -0.26418686
## New York 0.5766492 1.08184634 1.4599754 0.93801176
## Kentucky 0.2677300 -0.64071280 -0.8963140 -0.51650015
## Oklahoma -0.4163054 -0.14176464 0.2125281 0.03265231
## Hawaii -0.7031590 -1.38913505 1.2520675 0.06233622
## Missouri 0.1132704 0.17898775 0.3511333 1.24969289
## New Mexico 0.6428462 1.45011760 0.3511333 1.82852926
## Louisiana 1.5254725 1.02244775 0.0739228 0.35917539
## South Dakota -1.0341439 -0.91394632 -1.3814324 -1.03596869
## Iowa -1.3871944 -1.27033787 -0.5498008 -1.25859806
## North Dakota -1.6961136 -1.40101477 -1.4507350 -1.85227639
## Texas 0.9296998 0.45222127 1.0441596 0.84896001
## attr(,"scaled:center")
## Murder Assault UrbanPop Rape
## 8.486667 162.933333 64.933333 19.780000
## attr(,"scaled:scale")
## Murder Assault UrbanPop Rape
## 4.531929 84.177081 14.429467 6.737655- Jarak Euclidean
Euclidean → Jarak lurus (garis terpendek) antara dua titik di ruang. 𝑝-dimensi [jarak lurus standar].
Contoh aplikasi: - menghitung jarak garis lurus antar dua koordinat (GPS) - Clustering (K-Means, Hierarchical) → objek yang jaraknya dekat digabungkan
library(factoextra)
dist.eucl <- dist(df.scaled, method = "euclidean"); dist.eucl
## Wyoming Illinois Mississippi Kansas New York Kentucky
## Illinois 2.4122476
## Mississippi 2.6164146 3.1543527
## Kansas 0.7934567 2.3786048 3.1993198
## New York 2.7921742 0.4095812 3.3878156 2.7128511
## Kentucky 1.0532156 2.9515362 2.3433244 1.2948587 3.2757206
## Oklahoma 0.8659748 1.8685718 2.9986711 0.5547563 2.2043102 1.4993175
## Hawaii 2.2322175 2.7203365 4.4270510 1.4800030 2.9246694 2.5403456
## Missouri 2.0625111 1.4167282 3.0563398 1.8349434 1.5351057 2.3176129
## New Mexico 3.1109091 1.5775154 3.0617092 3.1551035 1.4705638 3.4011133
## Louisiana 2.4137967 1.6360410 1.7133330 2.6879097 1.7776353 2.4609320
## South Dakota 1.5765126 3.9457686 3.4644086 1.7515852 4.3067435 1.5082173
## Iowa 1.7426214 3.9154083 4.0958166 1.6038155 4.2724405 1.9508929
## North Dakota 2.5296038 4.8794481 4.4694938 2.6181473 5.2524274 2.5546862
## Texas 2.4496576 0.8218968 2.9692463 2.3259192 0.8377979 2.6949264
## Oklahoma Hawaii Missouri New Mexico Louisiana South Dakota
## Illinois
## Mississippi
## Kansas
## New York
## Kentucky
## Oklahoma
## Hawaii 1.6491638
## Missouri 1.3724911 2.3123720
## New Mexico 2.6268378 3.7154012 1.4937447
## Louisiana 2.2916633 3.5012381 1.8909275 1.7882330
## South Dakota 2.1588538 2.9115203 3.2767510 4.4281177 3.7902169
## Iowa 2.1130016 2.3395756 3.3845451 4.6758935 4.0922753 0.9964108
## North Dakota 3.0891779 3.4578871 4.3173165 5.5131433 4.8442635 1.1604313
## Texas 1.8768374 2.5920693 1.1756214 1.5867966 1.3643137 3.8935265
## Iowa North Dakota
## Illinois
## Mississippi
## Kansas
## New York
## Kentucky
## Oklahoma
## Hawaii
## Missouri
## New Mexico
## Louisiana
## South Dakota
## Iowa
## North Dakota 1.1298867
## Texas 3.9137858 4.8837032
fviz_dist(dist.eucl)
- Jarak Chebyshev
Chebyshev → jarak ditentukan oleh selisih terbesar. Jarak maksimum di antara perbedaan koordinat. Fokus pada dimensi dengan selisih terbesar.
Contoh aplikasi: - jarak langkah raja antara dua posisi = jarak Chebyshev. - Berguna di quality control multivariat, misalnya mengecek dimensi produk (lebar, panjang, tinggi) → fokus pada dimensi terburuk.
dist.cheb <- dist(df.scaled, method = "maximum"); dist.cheb
## Wyoming Illinois Mississippi Kansas New York Kentucky
## Illinois 1.5939604
## Mississippi 2.0521063 2.7028025
## Kansas 0.5464670 1.5918822 2.2286315
## New York 1.8018683 0.3116811 2.9107104 1.6512808
## Kentucky 0.6399041 2.1483815 1.7819577 0.9702368 2.3562894
## Oklahoma 0.6530462 1.1642124 2.0962376 0.4276699 1.2474473 1.1088421
## Hawaii 1.5939604 2.4115828 2.7028025 1.1781447 2.4709814 2.1483815
## Missouri 1.8700867 0.9009342 1.8018683 1.5138797 1.1088421 1.7661930
## New Mexico 2.4489231 1.2021986 2.2262937 2.0927161 1.1088421 2.3450294
## Louisiana 1.8976467 1.1781447 1.5246578 2.0741719 1.3860526 1.6631605
## South Dakota 1.0395394 2.6334999 2.7140760 1.4553552 2.8414078 1.3018739
## Iowa 1.2473704 2.2927856 3.0671266 0.9944112 2.3521842 1.6549244
## North Dakota 1.3780473 2.7028025 3.3760458 1.5880895 2.9107104 1.9638436
## Texas 1.4693539 0.5702265 2.4948946 1.4783991 0.6296251 1.9404736
## Oklahoma Hawaii Missouri New Mexico Louisiana South Dakota
## Illinois
## Mississippi
## Kansas
## New York
## Kentucky
## Oklahoma
## Hawaii 1.2473704
## Missouri 1.2170406 1.5681228
## New Mexico 1.7958770 2.8392526 1.2711298
## Louisiana 1.9417780 2.4115828 1.4122022 1.4693539
## South Dakota 1.5939604 2.6334999 2.2856616 2.8644979 2.5596164
## Iowa 1.2912504 1.8018683 2.5082909 3.0871273 2.9126670 0.8316315
## North Dakota 1.8849287 2.7028025 3.1019693 3.6808057 3.2215862 0.8163077
## Texas 1.3460052 1.8413563 0.8164294 0.9978963 0.9702368 2.4255920
## Iowa North Dakota
## Illinois
## Mississippi
## Kansas
## New York
## Kentucky
## Oklahoma
## Hawaii
## Missouri
## New Mexico
## Louisiana
## South Dakota
## Iowa
## North Dakota 0.9009342
## Texas 2.3168942 2.7012364
fviz_dist(dist.cheb)
- Jarak Manhattan
Manhattan → Jumlah perbedaan absolut antar koordinat, seperti berjalan di jalan kota berbentuk grid [jarak berbasis grid (jumlah selisih)]. Contoh aplikasi: - menghitung jarak dalam gudang/grid jalan yang tidak memungkinkan jalur diagonal. - menghitung jarak antar dokumen berdasarkan frekuensi kata (NLP).
dist.man <- dist(df.scaled, method = "manhattan"); dist.man
## Wyoming Illinois Mississippi Kansas New York Kentucky
## Illinois 4.6804639
## Mississippi 4.5477901 5.1034373
## Kansas 1.4950151 4.6314334 5.5975464
## New York 5.4139111 0.7334472 5.4091682 5.3648806
## Kentucky 1.9159642 5.1088324 3.8673166 2.1102578 5.8422796
## Oklahoma 1.3703957 3.6359252 5.4729270 0.9955082 4.3693724 2.8409781
## Hawaii 3.9738430 4.1009258 8.0763743 2.4788279 4.8343730 4.4465291
## Missouri 3.2505127 2.6766756 5.9782446 3.2014823 2.7867606 3.9878005
## New Mexico 5.6300548 2.7514592 5.3741207 5.5810243 2.4338278 6.0584233
## Louisiana 4.3384469 2.5485829 2.5548545 4.2894164 2.9731109 4.7668154
## South Dakota 3.0080629 7.6885267 5.4767741 3.0570933 8.4219740 2.5796943
## Iowa 3.1085028 7.7889667 7.2404771 3.1575333 8.5224139 3.3731605
## North Dakota 5.0427114 9.7231753 7.3728174 5.0917419 10.4566225 4.6143429
## Texas 4.6324690 1.5082739 5.1808752 4.5834386 1.4875431 5.0608376
## Oklahoma Hawaii Missouri New Mexico Louisiana
## Illinois
## Mississippi
## Kansas
## New York
## Kentucky
## Oklahoma
## Hawaii 2.6034473
## Missouri 2.2059740 4.4728430
## New Mexico 4.5855161 6.8523850 2.3795420
## Louisiana 3.5711187 6.1151982 3.4233902 3.0568606
## South Dakota 4.0526016 4.5379784 6.2585756 8.6381176 7.3465098
## Iowa 4.1530415 3.9256352 6.3590155 8.7385576 7.4469497
## North Dakota 6.0872501 5.6222495 8.2932241 10.6727662 9.3811583
## Texas 3.5879303 4.4687467 2.1834220 2.9573454 2.6260207
## South Dakota Iowa North Dakota
## Illinois
## Mississippi
## Kansas
## New York
## Kentucky
## Oklahoma
## Hawaii
## Missouri
## New Mexico
## Louisiana
## South Dakota
## Iowa 1.7637030
## North Dakota 2.0346485 1.9342086
## Texas 7.6405319 7.7409718 9.6751804
fviz_dist(dist.man)
- Jarak Mahalanobis
Mahalanobis → Jarak antar titik yang mempertimbangkan skala (varians) dan korelasi antar variabel.
Contoh aplikasi: - misalnya mendeteksi transaksi keuangan yang tidak wajar - memisahkan kelompok dengan varians dan korelasi berbeda (Analisis Diskriminan)
library(StatMatch)
dist.mah <- mahalanobis.dist(df.scaled); dist.mah
## Wyoming Illinois Mississippi Kansas New York Kentucky
## Wyoming 0.000000 1.7186109 2.820779 1.4195095 1.8695558 2.867847
## Illinois 1.718611 0.0000000 3.658323 2.2905255 0.4722069 3.878642
## Mississippi 2.820779 3.6583235 0.000000 3.2139075 3.6566922 2.544477
## Kansas 1.419510 2.2905255 3.213907 0.0000000 2.1522535 2.048031
## New York 1.869556 0.4722069 3.656692 2.1522535 0.0000000 3.698342
## Kentucky 2.867847 3.8786421 2.544477 2.0480310 3.6983422 0.000000
## Oklahoma 1.146496 1.8980286 3.237573 0.6499978 1.7772007 2.505941
## Hawaii 3.466671 3.6449604 4.722203 2.2108491 3.3748818 2.753554
## Missouri 3.198071 3.6796400 3.956918 2.2592572 3.3618939 2.642756
## New Mexico 3.281318 3.5101406 4.057258 3.1016653 3.2869855 3.870023
## Louisiana 2.284940 2.5550539 1.688058 2.2700723 2.4136664 2.119635
## South Dakota 1.826205 3.3564158 3.087365 1.6274307 3.3404110 2.261154
## Iowa 1.327907 2.6329606 3.559587 1.1128197 2.6839965 2.621704
## North Dakota 1.582582 3.1919907 3.553572 1.9466491 3.3317039 3.040465
## Texas 2.540604 2.4769381 3.093919 1.7462066 2.1399545 2.108949
## Oklahoma Hawaii Missouri New Mexico Louisiana South Dakota
## Wyoming 1.1464956 3.466671 3.198071 3.281318 2.284940 1.826205
## Illinois 1.8980286 3.644960 3.679640 3.510141 2.555054 3.356416
## Mississippi 3.2375727 4.722203 3.956918 4.057258 1.688058 3.087365
## Kansas 0.6499978 2.210849 2.259257 3.101665 2.270072 1.627431
## New York 1.7772007 3.374882 3.361894 3.286985 2.413666 3.340411
## Kentucky 2.5059414 2.753554 2.642756 3.870023 2.119635 2.261154
## Oklahoma 0.0000000 2.705865 2.203038 2.660216 2.350208 1.672866
## Hawaii 2.7058650 0.000000 3.193764 4.645567 3.383255 3.551072
## Missouri 2.2030382 3.193764 0.000000 1.836797 3.256319 2.505784
## New Mexico 2.6602159 4.645567 1.836797 0.000000 3.676879 3.026024
## Louisiana 2.3502077 3.383255 3.256319 3.676879 0.000000 3.021642
## South Dakota 1.6728664 3.551072 2.505784 3.026024 3.021642 0.000000
## Iowa 1.3299426 2.790197 3.145245 3.792086 2.954252 1.518854
## North Dakota 1.9813596 3.780966 3.590548 3.950259 3.434074 1.304743
## Texas 1.9635201 2.082005 2.576037 3.501666 1.527269 3.090805
## Iowa North Dakota Texas
## Wyoming 1.327907 1.582582 2.540604
## Illinois 2.632961 3.191991 2.476938
## Mississippi 3.559587 3.553572 3.093919
## Kansas 1.112820 1.946649 1.746207
## New York 2.683996 3.331704 2.139954
## Kentucky 2.621704 3.040465 2.108949
## Oklahoma 1.329943 1.981360 1.963520
## Hawaii 2.790197 3.780966 2.082005
## Missouri 3.145245 3.590548 2.576037
## New Mexico 3.792086 3.950259 3.501666
## Louisiana 2.954252 3.434074 1.527269
## South Dakota 1.518854 1.304743 3.090805
## Iowa 0.000000 1.045923 2.734770
## North Dakota 1.045923 0.000000 3.563193
## Texas 2.734770 3.563193 0.000000
dist.mah_matrix <- as.matrix(dist.mah)- Jarak Minkowski
Jarak Minkowski adalah ukuran jarak antara dua titik dalam ruang vektor yang ditentukan oleh sebuah parameter p untuk mencari jarak umum karena menjadi bentuk dasar yang mencakup berbagai jenis jarak lain p=1 jarak Manhattan, p=2 jarak Euclidean, p->tak hingga jarak chebyshev
set.seed(123)
# Data random (5 observasi dengan 3 variabel)
data <- matrix(runif(15, min = 1, max = 10), nrow = 5, ncol = 3)
colnames(data) <- c("X1", "X2", "X3")
print("Data random:")
## [1] "Data random:"
print(data)
## X1 X2 X3
## [1,] 3.588198 1.410008 9.611500
## [2,] 8.094746 5.752949 5.080007
## [3,] 4.680792 9.031771 7.098136
## [4,] 8.947157 5.962915 6.153701
## [5,] 9.464206 5.109533 1.926322
# Tentukan dua titik yang akan dihitung jaraknya
p1 <- data[1, ];p1
## X1 X2 X3
## 3.588198 1.410008 9.611500
p2 <- data[2, ];p2
## X1 X2 X3
## 8.094746 5.752949 5.080007
# Fungsi jarak Minkowski
minkowski_distance <- function(x, y, p) {
sum(abs(x - y)^p)^(1/p)
}- Contoh penggunaan dengan p = 1 (Manhattan), p = 2 (Euclidean), p = 3 (Minkowski umum)
dist_p1 <- minkowski_distance(p1, p2, p = 1);dist_p1
## [1] 13.38098
dist_p2 <- minkowski_distance(p1, p2, p = 2);dist_p2
## [1] 7.726871
dist_p3 <- minkowski_distance(p1, p2, p = 3);dist_p3
## [1] 6.435156
dist_inf <- max(abs(p1 - p2));dist_inf
## [1] 4.5314934. Vektor Rata-Rata
# input data kadal
BB = c(6.2,11.5,8.7,10.1,7.8,6.9,12.0,3.1,14.8,9.4)
PM = c(61,73,68,70,64,60,76,49,84,71)
RTB = c(115,138,127,123,131,120,143,95,160,128)
lizard = as.matrix(cbind(BB,PM,RTB)); lizard
## BB PM RTB
## [1,] 6.2 61 115
## [2,] 11.5 73 138
## [3,] 8.7 68 127
## [4,] 10.1 70 123
## [5,] 7.8 64 131
## [6,] 6.9 60 120
## [7,] 12.0 76 143
## [8,] 3.1 49 95
## [9,] 14.8 84 160
## [10,] 9.4 71 128- Matriks Rata-Rata
vecMeans = as.matrix(colMeans(lizard)); vecMeans
## [,1]
## BB 9.05
## PM 67.60
## RTB 128.00
vecRata = matrix(c(mean(BB), mean(PM), mean(RTB)), nrow=3, ncol=1); vecRata
## [,1]
## [1,] 9.05
## [2,] 67.60
## [3,] 128.00- Matriks Kovarians
varkov = cov(lizard); varkov
## BB PM RTB
## BB 10.98056 31.80000 54.96667
## PM 31.80000 94.04444 160.22222
## RTB 54.96667 160.22222 300.66667- Matriks Korelasi
korel = cor(lizard); korel
## BB PM RTB
## BB 1.0000000 0.9895743 0.9566313
## PM 0.9895743 1.0000000 0.9528259
## RTB 0.9566313 0.9528259 1.0000000- Matriks Standardisasi (akar dari variansi masing-masing variabel)
n = nrow(lizard);n
## [1] 10
u = matrix(1,n,1); u
## [,1]
## [1,] 1
## [2,] 1
## [3,] 1
## [4,] 1
## [5,] 1
## [6,] 1
## [7,] 1
## [8,] 1
## [9,] 1
## [10,] 1
xbar = cbind((1/n)*t(u)%*%lizard); xbar
## BB PM RTB
## [1,] 9.05 67.6 128
D = lizard - u %*% xbar; D
## BB PM RTB
## [1,] -2.85 -6.6 -13
## [2,] 2.45 5.4 10
## [3,] -0.35 0.4 -1
## [4,] 1.05 2.4 -5
## [5,] -1.25 -3.6 3
## [6,] -2.15 -7.6 -8
## [7,] 2.95 8.4 15
## [8,] -5.95 -18.6 -33
## [9,] 5.75 16.4 32
## [10,] 0.35 3.4 0
S = (1/(n-1))*t(D)%*%D; S
## BB PM RTB
## BB 10.98056 31.80000 54.96667
## PM 31.80000 94.04444 160.22222
## RTB 54.96667 160.22222 300.66667
Ds = diag(sqrt(diag(S))); Ds
## [,1] [,2] [,3]
## [1,] 3.313692 0.000000 0.00000
## [2,] 0.000000 9.697651 0.00000
## [3,] 0.000000 0.000000 17.33974
R = solve(Ds) %*% S %*% solve(Ds); R
## [,1] [,2] [,3]
## [1,] 1.0000000 0.9895743 0.9566313
## [2,] 0.9895743 1.0000000 0.9528259
## [3,] 0.9566313 0.9528259 1.0000000