多元统计分析第06章.pdf

18?!?a?18?!?a?June 11,200318?!?a?a?q+?,?I?1a?O?.X1,?/?Aa?;2,c?)U?S?Aa.;33L?I,?,0;i=1,n;j=1,m)?A?(?C?5(?.18?!?a?6.2?l?qX?!?m?l?qX?!?mmm?lll?qqqXXX?m?l.dijL?X(i)?X(j)?l,?:1dij 0?i,j;dij=0?duX(i)=X(j);2dij=dji?i,j;3dij dik+dkj?i,j,k(n?“)18?!?a?6.2?l?qX?!?m?l?qX1.DDD?ddd?llldij(q)=mXt=1|xit xjt|q1/q(i,j=1,n)?q=1?lll,q=2?“?lll.q“u?lll.?“?ldij(2)=Pmt=1|xit xjt|21/2?l,?T?l?jk,vk?C?m?5,?v?C?,E?C?3?l?.?n?C?,Xdij(2)=mXt=1?xit xjtst?2#1/218?!?a?6.2?l?qX?!?m?l?qX2.=?llldij(L)=1mmXt=1|xit xjt|xit+xjt(i,j=1,n)?j,?fla,?p?.?vk?C?m?5.3.?llldij(M)=(X(i)X(j)0S1(X(i)X(j)L?X(i)?X(j)?l,S1L?_?.?a?m?lA?a?O?,?a?/q?6u?l.?l?n?l.18?!?a?6.2?l?qX?!?m?l?qX4.?mmm?lll?k?5C?X(?u)Cz?m?ldij=1m2mXk=1mXl=1(xik xjk)(xil xjl)rkl1/2(i,j=1,n)rkl?C?Xk?Xl?m?X.5.?qqqXXXw?!n”C?m?qX?l”?.6.555CCC?mmm?lll?qqqXXX18?!?a?6.2?l?qXn!C?m?l?qXnnn!CCC?mmm?lll?qqqXXX?C?m?l?qXLC?m?5C?1a.?CijLC?Xi?Xj?m?qX,?:1Cij=1 Xi=aXj(a 6=0)2|Cij|1,?i,j3Cij=Cji,?i,j18?!?a?6.2?l?qXn!C?m?l?qXu?C?,?qXkY?u?X.?C?Xi?ng*?(x1i,xni)1.YYY?uuuCij(1)=cosij=Pnt=1xtixtjqPnt=1x2tiqPnt=1x2tj2.?XXX?X?IOz?Y?u.Cij(2)=Pnt=1(xti xi)(xtj xj)pPnt=1(xti xi)2pPnt=1(xtj xj)218?!?a?6.2?l?qXn!C?m?l?qX3.CCC?mmm?lll(1)|?qXC?m?ldij=1|Cij|d2ij=1 C2ij(2)|?S5?l.dij=sii+sjj 2sij(3)|?!?”?m?l?qX”0?aqC?m?l.4.555CCC?mmm?qqqXXX18?!?a?6.3 X?a?!X?a?g?6.3 X?a?!XXX?aaa?ggg?X?a?g?:k?m?l?a?am?l.?n?wn?a,U?lOKa,zg?a#O?am?l,?k?a.18?!?a?6.3 X?a?!X?a?g?X?a?:1?C?(XIOzC?),?m?l(X?“?l),am?l(X?l?).2O?n?m?l,?m?l?D(0).31?z?g?a,d?am?l?u?m?l(=D(1)=D(0).4U?l?Kram?l?a?#a,d?a?o?,O?#a?a?l,?am?lD(2).5E?4,?D(3),D(4),?a?o?1.6x?X?a.7a?9?a?.18?!?a?6.3 X?a?!X?a?g?6.3.1?k5?,Oz?IX,?Xe:1,2,4.5,6,8.5?U?I?1a.)O?D(1)?k?X(1)?X(2)?#a.18?!?a?6.3 X?a?!X?a?g?aq?O?D(2),D(3),D(4)18?!?a?6.3 X?a?!X?a?g?18?!?a?6.3 X?a?!X?a?g?X?a:18?!?a?6.3 X?a?!X?a?g?(a?9?a?:e?a,KG(2)1=X(1),X(2),G(2)2=X(5),X(4),X(3)e?na,KG(3)1=X(1),X(2),G(3)2=X(5),G(3)3=X(4),X(3)e?oa,KG(4)1=X(1),X(2),G(4)2=X(5),G(4)3=X(3),G(4)4=X(4)18?!?a?6.3 X?a?!X?a?!XXX?aaa?edijL?X(i)?X(j)?m?l.1!?lll(SINgle linkage)a?a?m?l?a?C?m?l,=aGp?Gq?m?l.Dpq=miniGp,iGqdij?aGp?Gq?Gr?aGk?m?l?4?“:Drk=minDpk,Dqk18?!?a?6.3 X?a?!X?a?2!?lll(COMplete method)a?a?m?l?a?m?l,=aGp?Gq?m?l.Dpq=maxiGp,iGqdij?aGp?Gq?Gr?aGk?m?l?4?“:Drk=maxDpk,Dqk3!mmm?lll(MEDian method)?0u?l?l?m.?4?“?:D2rk=12(D2pk+D2qk)+D2pq(1/4 0)18?!?a?6.3 X?a?!X?a?4!%(CENtroid method)?,?Gp?Gq?Gr?,?O?np,nq?nr,?a?%O?X(p),X(q)?X(r)w,k?X(r)=1nr(npX(p)+nqX(q)?aGp?Gq?Gr?aGk?m?l?4?“:D2rk=npnrD2pk+nqnrD2qknpnrnqnrD2pq18?!?a?6.3 X?a?!X?a?5!aaa?(AVErage linkage)?a?m?l?am?l.D2pq=1npnqXiGp,jGqd2ij4?“:D2rk=npnrD2pk+nqnrD2qk6!?CCCaaa?(FLExible-beta method)a?4?“vk?Gp?Gq?m?lDpq?K?,?Ca?4?“?D2rk=(1 )npnrD2pk+nqnrD2qk+D2pq3?K?,X?=1/4.18?!?a?6.3 X?a?!X?a?7!?CCC999McQuitty?qqq?(MCQ)?Ca?np=nq?/“.8!lll?(WARD)?g?:k?n?g8?a,d?ol?W=0,zga?K?WO?aa,?a.Gt?l?Wt=ntXi=1(X(t)(i)X(t)0(X(t)(i)X(t)k?aol?W=kXt=1Wt18?!?a?6.3 X?a?!X?a?WARDr,?a?O?l?wam?l,=D2pq=Wr(Wp+Wq)LaGp?Gq?m?l.|Wr?,Wr=nrXt=1(X(r)(t)X(r)0(X(r)(t)X(r)=npXi=1(X(p)(i)X(r)0(X(p)(i)X(r)+nqXi=1(X(q)(i)X(r)0(X(q)(i)X(r)18?!?a?6.3 X?a?!X?a?n?D2pq=npnqnr(X(p)X(q)0(X(p)X(q)e?l,?“U?:D2pq=npnqnrd2pqKk4?“:D2rk=np+nknr+nkD2pk+nq+nknr+nkD2qknknr+nkD2pql?A2?,?J?,?m?l?“?l.18?!?a?6.4X?a?5?9a?(?!X?a?5?6.4 X?a?5?9a?(?!XXX?aaa?555?X?ak?5?:(1)?N5:?DkLX?a1kga?l.?X?aeU?yDk?N?,K?k?NNN555.?y,?l!?l!a?!?Ca?,9l?k?N5,?k%?m?l?k?N5.18?!?a?6.4X?a?5?9a?(?!X?a?5?(2)?m?*?:?l?l?aL,?w?:Dij()Dij(?)5?lll?lll*?,?lll?lll?.18?!?a?6.4X?a?5?9a?(?!X?a?5?uX?a?,kXe(?:1a?l*?,?l?2a?%*?,l?3?(fl,?*?N?4a?,k?k?N5,A?2?18?!?a?6.4X?a?5?9a?(?!a?9A?!aaa?999AAA?1.aaa?AAA6.4.1?K?T?,e8?G?ldij?v:dij T(i,j G)KGuK?T|?a6.4.2K?T?,e8?Gz?i G?v:1n 1XjGdij T?n8?G?,KGuK?T|?a18?!?a?6.4X?a?5?9a?(?!a?9A?6.4.3?T?H(H T)?,e8?G?l?v:1n(n 1)XiGXjGdij T,dij H(i,j G)6.4.4?T?,e8?G?i G,?3?j G,?ldij?v:dij T(i,j G)KGuK?T|?a18?!?a?6.4X?a?5?9a?(?!a?9A?6.4.5?K?T?,?8?G?a:G1?G2,?a?m?l?v:D(G1,G2)TKGuK?T|?a18?!?a?6.4X?a?5?9a?(?!a?9A?2.aaa?AAA?aG?P?X(1),X(2),X(n),?X(t),t=1,n?m?oN?.?l?5?xG?A?,?A?ken:(1)?(%):XG=1nPnt=1X(t)(2)?l?AG9?SG:AG=nXt=1(X(t)XG)(X(t)XG)0,SG=1n 1AG(3)a?DG:?kDG=nXt=1(X(t)XG)0(X(t)XG)=tr(AG),?DG=maxi,jGdij18?!?a?6.4X?a?5?9a?(n!a?(nnn!aaa?(1.ddd?KKK?(2.?:?*/(aaa?3.?OOO?(aaa?(1)R2?O?:bfi?n?ka,P?G1,Gk,ntLGta?,X(t)LGt?%.X(t)(i)LGt1i?XLk?%.KGtant?l?Wt=ntXi=1(X(t)(i)X(t)0(X(t)(i)X(t)k?ol?T=kXt=1ntXi=1(X(t)(i)X)0(X(t)(i)X)18?!?a?6.4X?a?5?9a?(n!a?(T?)?:T=kXt=1ntXi=1(X(t)(i)X)0(X(t)(i)X)=()(1)=kXt=1Wt+kXt=1nt(X(t)X)0(X(t)X)=Pk+Bk(2)-R2k=BkT=1 PkTR2k?,=BkT?,Lam?3ol?,k?aU?m.?duR2kuk?C?,ATwR2k?Cz5(a?.18?!?a?6.4X?a?5?9a?(n!a?(2)?R2k?O?R2k=B2KL/T=R2k+1 R2k?B2KL=WM(Wk+WL),L?aGK?GL?#aGM?aSl?O?.?,?wR2k?Cz?R2k?.(3)?F?O?Fk=(T Pk)/(k 1)Pk/(n k)=BkPkn kk 1T?O?u?d?k?a?a?J,?F?Ln?w?ka.18?!?a?6.4X?a?5?9a?(n!a?(4)?t2?O?:?t2=B2KL(WK+WL)/(nk+nL)2?t2?O?dd?aGK?GL?J.T?,?g?a?J.4.?XXX(aaa?OOOKKKOOOKKKA?a%?m?l7L?OOOKKKB(?a,?a?OOOKKKCa?7L?8?OOOKKKDe?A?a?n,K3?g?aAuy?a18?!?a?6.4X?a?5?9a?(n!a?(6.4.1L6.7I16?/?31982c|?N?fio,z?/?N?Nz?)?|?8?I.16?/?1a.18?!?a?6.4X?a?5?9a?(n!a?(?R2OK|?2,4,5a.?F?O?|?25a,?t2?O?|?2,4,5a.n?a?5a?.18?!?a?6.4X?a?5?9a?(n!a?(18?!?a?6.5?a6.5?aXXX?aaa?:?,O?.?aaa(q?a)?g?,mko?a,?U?,?K?U?n?a,?a?n?.?aaa?:O?,?,u?Q.?a?.18?!?a?6.5?a?!?Jv?:?(a?!?JJJvvv?:?(aaa?Jv?:?:1?J:?a?flKk?)?,?,?k(a?a,lz?a?J?k?L5?v?:.2?k?/?ka,O?z?a%?v?:3?:4?J?d,krk?v?:,?g?z?,e,?fi?v?:?l?ud,T?#v?:,K?e?5?J18?!?a?6.5?a?!?Jv?:?(a(a?k:1.?a2.?Jv?:?,z?U?l?C?v?:8a.3.?J?1v?:,z?v?:g?a,?g8?C?v?:,#O?Ta%?#v?:,2?e?8a,?k?8a?.18?!?a?6.5?a?!?Jv?:?(a4.k?IOz?n,ExijLIOz?1i?1j?I.-xi minxi=mXj=1xij,R=max1xnxi min1xnxiz?X(i)O?(k 1)(xi minxi)R+1b?C?l,K?X(i)81la.5.,?a?a,?a.?,k?U,?a?1a,Xza%?v?:,2(2)(3)?8a?a.18?!?a?6.5?a?!?a?!?aaa1.UUU111?UUU(1)U1?U?:1?J?1v?:(?),?l;2?k?U?C?v?:8a;3O?z?a?%,?%?#?v?:,=?2,XJ,?k?#v?:?c?g?v?:?,KL“?.18?!?a?6.5?a?!?a(2)a:tiL?X(i)a?I?.Xt1=2L1?u12a.?X(i)?aGj?lDij?Dij=(X(i)X(j)0(X(i)X(j)Ka?:l(G1,Gk)=nXi=1D2iti.?“?a?X?a?l?.U1?U?K?a?,?U?.18?!?a?6.5?a?!?a6.5.1fi?5?*?:1,4,5,7,11.U1?U?a5?18a.)(1)?v?:?,?d=2,D=4;?l.?:?O?:0,1,2,1,0.1?v?:?X(3),1?1nv?:O?X(1),X(5)(2)a:G(0)1=X(3),X(2),X(4)G(0)2=X(1)G(0)3=X(5)18?!?a?6.5?a?!?a(3)?Ua:O?a%O?513,1,11.r?#v?:#8a,G(1)1=X(3),X(2),X(4)G(1)2=X(1)G(1)3=X(5)8a?uy(J?5?,dL“?.?“a?G(1)i.NNN5551U1?U?:O?,?fl,?(J?6uv?:?J.NNN55523U1?U,k?3U?:O?z?a%,?Pv?:?%?:?#v?:=?2.XJ,?#Pv?:?,KL“?.?,?|?k?(J.18?!?a?6.5?a?!?a2.?UUUU1?U?8a?UCv?:.?UUU(?K-?)z?1a?,?UCv?:.?U?a?:1.5?m?l,R,KT?#v?:;X?l R,K?T?8?l?v?:3?a,O?a?%?#?v?:.Xv?:?m?l?C,K?e?,K?2?1?2?e?,?k?8a4.?l?2?U?3?18a,?:,?8a?,Xa?5?,K%?7O?;Xa?5?,K?9?a%?#O?.XJ#?a?g?,K?aL(?,KE?4.18?!?a?6.5?a?!?a6.5.26.5.1?5?U?1?a.)?“?l,?K=3,C=2,R=3.?X(1),X(2),X(3)?v?:.(2)O?v?:?m?l,d(1,2)=3,d(1,3)=4,d(2,3)=1 C.v?:k?:1?4.5.(3)?X(4),?v?:?lO?d(G1,4)=6?d(G2,4)=2.5(R=3),?U?#v?:,A8G2,2?X(5),d(G1,5)=10?d(G2,4)=17/3?u3,?#v?:.?d?3a:G1=X(1),G2=X(2),X(3),X(4),G3=X(5)(4)?l?U(3)?18a,?a(J?.?L(?,?“aX?.18?!?a?6.5?a?!?a6.5.3SAS/STAT?FASTCLUS(fl?a)L16?/?)Y?N?1a.k?IOz?n.?(J?:18?!?a?6.5?a?!?a18?!?a?6.6kS?a(?)6.6 kS?a(?)kkkSSS?aaa(?)k?SflK,?a?U?gS.X3hXt&,I?L%?)/?(?,?/?(?1a.?%3?(=?gS)3a?U?.XJX(1),X(2),X(n)Ln?kS?,Kz?a7L?/“:X(i),X(i+1),X(i+k),?1 i n,k 0,=?a?7L?p?.aflK?kkkSSS?aaa(?)18?!?a?6.6kS?a(?)kS?a?g?:?m?k?8?a,?a,na?,?na,?a?(aq?X?a?Ward),?a?)?l?.18?!?a?6.6kS?a(?)?!?a?!?aaa?kS?gX(1),X(2),X(n)1.aaa?,?aG?X(i),X(i+1),X(j),P?G=i,i+1,j?k:D(i,j)=jXt=i(X(t)XG)0(X(t)XG)=aG?l?m=1?,?:D(i,j)=jXt=iX(t)XGXGa?.18?!?a?6.6kS?a(?)?!?a?2.aaa?b(n,k)L?n?kS?ka?,.Pb(n.k)?:G1=i1,i1+1,i2 1G2=i2,i2+1,i3 1Gk=ik,ik+1,n?:?1=i1 i2 ik n18?!?a?6.6kS?a(?)?!?a?:Lb(n,k)=kXt=1D(it,it+1 1)=L?a?l?.d?b(n,k),?L?.PP(n,k)L?4?a.18?!?a?6.6kS?a(?)?!?a?3.Lb(n,k)?444?“LP(n,2)=min2jnD(1,j 1)+D(j,n)LP(n,k)=minkjnLP(j 1,k 1)+D(j,n)d1?“?w?,e?n?ka?,A?3?j 1?k 1a?:?(pj=2,3,n)18?!?a?6.6kS?a(?)?!?a?4.?)?eakfi?,aP(n,k),?3?e?,Xe:k:jk,4?“?4?,=LP(n,k)=LP(jk 1,k 1)+D(jk,n)u?1kaGk=jk,n.,?jk1?LP(jk 1,k 1)=LP(jk1,k 2)+D(jk1,jk 1)?1k 1a.?ga?.o?,?)7LO?D(i,j);1 i j n?LP(i,j);1 i n,1 j n18?!?a?6.6kS?a(?)?!A?!AAA?18?!?a?6.6kS?a(?)?!A?18?!?a?6.6kS?a(?)?!A?O?D(i,j)?|4?“O?LP(l,k)d?LP(l,k)?ka?a(k=1,2,11).18?!?a?6.6kS?a(?)?!A?a?kd?3k=3,4?$?,?3a4a?.18?!?a?6.6kS?a(?)n!a?(nnn!aaa?(ak?(NflK?,?LLP(n,k)k?,3?$?5(k.?$?,?k,?I?5(,X?A?.18?!?a?6.7C?a?6.7 C?a?a?a?Q.(?)?R.(C?)C?a?C?m?qX,U?C?Xr?eZa,?*?K?X?A5?A?.18?!?a?6.7C?a?!C?a?X?a?!CCC?aaa?XXX?aaa(1)?r*?C?/?N?e,?r?=?,?ECLUSTERLC?1?a.?a?vk?C?5(2)O?C?m?X?R,?U6.2!?”C?m?qX?l”?r?=z?l?.,?rd?,CLUSTERLC?1?a.18?!?a?6.7C?a?!VARCLUS(C?a)?L0?!VARCLUS(CCC?aaa)?LLL0003SAS/STAT?J?VARCLUSL;?uC?1a,?C?1?a?X?a.a?J?K?f?g?.1.CCC?aaa?1k?a.2r?a?a.kO?c?,2?1?=,rz?C?=?A?ap,?KC?X?.3C?#8a.Lg?E?,C?#?ap,?d?a?)”?.#?U?X(?.