[R] Principal Component Analysis & explained variance

Chuck Cleland ccleland at optonline.net
Thu Feb 22 20:43:48 CET 2007


Milton Cezar Ribeiro wrote:
> Hi there,
> 
> How can I know the explaned variance of a PC axis generated by prcomp()?

  From the standard deviations of each component, you could do something
like this maybe:

prcomp(USArrests, scale = TRUE)$sdev^2 / ncol(USArrests)

[1] 0.62006039 0.24744129 0.08914080 0.04335752

> Kind regards,
> 
> miltinho
> Brazil
> 
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Chuck Cleland, Ph.D.
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