PCA

function [signals,PC,V] = pca(data)

[M,N] = size(data);
mn = mean(data,2);
data = data - repmat(mn,1,N);
covariance = 1 / (N-1) * data * data';
[PC, V] = eig(covariance);
V = diag(V);
[junk, rindices] = sort(-1*V);
V = V(rindices);
PC = PC(:,rindices);
signals = PC' * data;
end

featureVector=max(PC);

I've used the code below. Try it. Might be beneficial:

data=Your data; % for example: xlsread('path of .xlsx data');
mn=mean(data);
sdx=std(data);
for i=1:SIZE OF YOUR DATA
dataNormal(i,:)=(data(i,:)-mn)./(sdx+(sdx==0));
end;
[COEFF,SCORE,latent,tsquare] = princomp(dataNormal);
coeff=COEFF(:,1:THE PROPER NUMBER OF DIMENSIONS );
newdata=dataNormal * coeff;


May be following implementation will be beneficial:

feature=data; % data is n X f dimension with n as samples and f is number of %
%features
% substracting mean from data
for c=1:size(feature,1)
feature(c,:)=feature(c,:)-mean(feature);
end
DataCov=cov(feature); % covariance matrix
[PC,~,explained] = pcacov(DataCov);
[~, ie]=max(explained);
[~, ipc]=max( PC(:,ie));
[temp,IX] = sort( PC(:,ie),'descend' );

% let 4 features is to be extracted from f features
no_of_features=4;
feature_New=data(:,IX(1:no_of_features)); % it will extract those features which gives
maximum variance explained by first principal component.





WAVELET_DECOMPOSE Decompose a signal upto a certain scale with a
given wavelet
%
% [approximations, details] = wavelet_decompose(signal, scale,
wavelet)
%
% signal - 1-D real valued input signal for decomposition
% scale - scale to filter upto
% wavelet - wavelet basis to use for decomposition (character string)
%
% approximations - matrix of successive approximation signals
(column-wise)
% details - matrix of successive detail signals (column-wise)
%
% Available wavelet names 'wname' are:
% Daubechies: 'db1' or 'haar', 'db2', ... ,'db45'
% Coiflets : 'coif1', ... , 'coif5'
% Symlets : 'sym2' , ... , 'sym8', ... ,'sym45'
% Biorthogonal:
% 'bior1.1', 'bior1.3' , 'bior1.5'
% 'bior2.2', 'bior2.4' , 'bior2.6', 'bior2.8'
% 'bior3.1', 'bior3.3' , 'bior3.5', 'bior3.7'
% 'bior3.9', 'bior4.4' , 'bior5.5', 'bior6.8'.
% Reverse Biorthogonal:
% 'rbio1.1', 'rbio1.3' , 'rbio1.5'
% 'rbio2.2', 'rbio2.4' , 'rbio2.6', 'rbio2.8'
% 'rbio3.1', 'rbio3.3' , 'rbio3.5', 'rbio3.7'
% 'rbio3.9', 'rbio4.4' , 'rbio5.5', 'rbio6.8'.
%
% e.g. ...
% [approximations, details] = wavelet_decompose(signal, 5, 'bior3.3')
%
% The function returns an
% approximation matrix and a details matrix. The columns of the
approx
% matrix are the filtered signals, so column 'i' has the filtered
signal at
% level 'i' (which is "scale" 2^i). As the level increases so too
does the
% degree of filtering. The columns of the details signal give the
part of
% the signal that was removed in the filtering process at that level.
% Try different wavelets: bior4.4, bior5.5, bior6.8 are all good for
ECG.
%
% Copyright (c) Nick Hughes (2001)

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

function [approximations, details] = wavelet_decompose(signal, scale,
wavelet)

sig_length = length(signal);

approximations = zeros(sig_length, scale);
details = zeros(sig_length, scale);

[C,L] = wavedec(signal, scale, wavelet);

for i=1:scale,
approximations(:,i) = wrcoef('a', C, L, wavelet, i);
details(:,i) = wrcoef('d', C, L, wavelet, i);
end