EOF的MATLAB程序

function [E,V,A,C]=eeof(X, M, convert) % Syntax: [E,V,A,C]=eeof(X, M); [E,V,A,C]=eeof(X, M, 1); % This function performs an extended empirical orthogonal % function (EEOF) analysis of matrix 'X', for embedding dimension 'M'. % Each of the L columns of X is a time series of length N. % % Returns: E - eigenfunction matrix. (LM by LM) % V - vector containing variances (unnormalized eigenvalues). % A - matrix of principal components. % C - lag-covariance matrix.