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  3. Multivariate Probability Distributions in R

Exercise

Calculating the proportion of variation explained

The proportion of variation and the cumulative proportion of variation explained by the leading PCs are widely used to determine the importance of the PCs and to decide the number of components to retain.

Instructions

100 XP
  • Using the pca.state object that contains the PCs of the state.x77 data, calculate the variance explained by each principal component.
  • Calculate the proportion of variance explained by each principal component.