%Function QResidualsLimit
%
%This function calculates the limit for Q residuals of a PCA decomposition.
%
%Syntax:
% limit = QResidualsLimit (res, confidence)
%
%Input parameters:
% res: matrix of residuals
% confidence: confidence limit for the Q residuals, standard: 0.95 (=95%)
%
%Output parameters:
% limit: the limit for the Q residuals, higher Q-residuals are considered
% as outliers
%The Biodata toolbox for MATLAB: a spectral database system for storing and
%processing spectra
%C 2008, Kris De Gussem, Raman Spectroscopy Research Group, Department
%of analytical chemistry, Ghent University
%C 2009 Kris De Gussem
%
%This file is part of Biodata.
%
%Biodata is free software: you can redistribute it and/or modify
%it under the terms of the GNU General Public License as published by
%the Free Software Foundation, either version 3 of the License, or
%(at your option) any later version.
%
%Biodata is distributed in the hope that it will be useful,
%but WITHOUT ANY WARRANTY; without even the implied warranty of
%MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
%GNU General Public License for more details.
%
%You should have received a copy of the GNU General Public License
%along with Biodata. If not, see <http://www.gnu.org/licenses/>.
%Copyright (c) 2008-2009, Kris De Gussem
%All rights reserved.
%
%Redistribution and use in source and binary forms, with or without
%modification, are permitted provided that the following conditions are
%met:
%
% * Redistributions of source code must retain the above copyright
% notice, this list of conditions and the following disclaimer.
% * Redistributions in binary form must reproduce the above copyright
% notice, this list of conditions and the following disclaimer in
% the documentation and/or other materials provided with the distribution
% * Neither the name of Raman Spectroscopy Research Group, Department of
% analytical chemistry, Ghent University nor the names
% of its contributors may be used to endorse or promote products derived
% from this software without specific prior written permission.
%
%THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
%AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
%IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
%ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
%LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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%CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
%ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
%POSSIBILITY OF SUCH DAMAGE.
function limit = QResidualsLimit (res, confidence)
switch nargin
case 1
confidence=0.95;
case 2
end
if confidence > 1
confidence = confidence/100;
end
confidence = 1-(1-confidence)*2;
si=size(res);
if (si(1) > 1) && (si(2) > 1)
if si(1) > si(2)
res = svd(res);
else
res = svd(res');
end
res = res.*res;
res = res./(si(1)-1);
end
si=size(res);
if si(2)>si(1)
res = res';
end
sum1 = res(:,1);
sum2 = sum1' * sum1; %speed optimised calculation of sum of squares
sum3 = sum1' * (sum1.*sum1); %speed optimised calculation of sum of third powers
sum1 = sum(sum1);
if sum1==0;
limit = 0;
else
tmp0 = 1-2*sum1*sum3/3/(sum2^2);
if tmp0<1e-3
tmp0 = 1e-3;
end
tmp1 = sqrt(2)*erfinv(confidence)*sqrt(2*sum2*tmp0^2)/sum1;
tmp2 = sum2*tmp0*(tmp0-1)/(sum1^2);
limit = sum1*(1+tmp1+tmp2)^(1/tmp0);
end