Data prediction based on a PCA model

I try to compare 5 data sets (1 training, 4 test sets) based on a PCA model calclulated from a training data set. The idea is to calculate PCA of data set 1 and then apply the data sets 2-5 to PCA model from data 1. Finally, I would like to overlay all data sets in a score diagram to show the differences.

Is there a function available in Matlab for this purpose?

Answer 1

[Elizabeth Reese]

There is the pca function and svd function in MATLAB that you can use to do this. There is also this Answers post which explains how to take a new point and project it to the PCA basis. You will have to calculate the scores over again for the other data sets.