[R] PCA and % variance explained

[ngottlieb at marinercapital.com]

I did PCA stuff years there is a thing that is called a scree score 
Which will give an indication of the number of PCA's and the variance
explained.

Might want to web search on scree score and PCA.



-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of pgseye
Sent: Tuesday, September 09, 2008 5:39 AM
To: r-help at r-project.org
Subject: [R] PCA and % variance explained


After doing a PCA using princomp, how do you view how much each
component contributes to variance in the dataset. I'm still quite new to
the theory of PCA - I have a little idea about eigenvectors and
eigenvalues (these determine the variance explained?). Are the
eigenvalues related to loadings in R?

Thanks,

Paul
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