Get startedGet started for free

Choosing the number of PCs

One of the main challenges with PCA is selecting the number of PCs, which can be done by determining the amount of the cumulative proportion of variance that is explained. We will use this method to select the number of PCs needed to explain 95% of the variation in the state.x77 data. The proportion of variation explained by each PC is preloaded for you as the object pca.pvar.

This exercise is part of the course

Multivariate Probability Distributions in R

View Course

Hands-on interactive exercise

Have a go at this exercise by completing this sample code.

# Proportion of variance explained by each principal component


# Cumulative variance explained plot
plot(___, xlab = "Principal component", ylab = "Cumulative Proportion of variance explained", ylim = c(0,1), type = 'b')
grid()
Edit and Run Code