X=[ 1.1 1.1 1.2 1.2 1.4 1.2 1.3 1.2 1.6 1.5 1.4 1.5 1.6 1.8 1.6 1.9 1.7 1.9 1.9 2 2.2 2.3 2.2 2.1 2.4 2.5 2.4 2.5 2.2 2.3]; X=[ones(10,1) X]; y=[22.3 22.1 24.6 24.2 26.8 30.3 32.7 32.3 32.8 32.6]; PRESS=zeros(4,1); for N=1:4 for i=1:10 Xc=X; Xc(i,:)=[]; yc=y; yc(i,:)=[]; [S D]=eigs(Xc'*Xc); Sr=S(:,1:N); Dr=D(1:N,1:N); tetarc=Sr*inv(Dr)*Sr'*Xc'*yc; PRESS(N)=PRESS(N)+(y(i)-X(i,:)*tetarc)^2; end end PRESS