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.
Questo esercizio fa parte del corso
Multivariate Probability Distributions in R
Istruzioni dell'esercizio
- Using the
pca.stateobject that contains the PCs of thestate.x77data, calculate the variance explained by each principal component. - Calculate the proportion of variance explained by each principal component.
Esercizio pratico interattivo
Prova a risolvere questo esercizio completando il codice di esempio.
# Variance explained by each PC
pca.var <- ___$sdev^2
# Proportion of variance explained by each PC
pca.pvar <- pca.var/sum(___)