[RsR] In robust PCA methods, how to get variance explained?
Michael
comtech@u@@ @end|ng |rom gm@||@com
Tue Apr 24 18:03:47 CEST 2012
In robust PCA methods, how to get variance explained?
For example, PcaHubert,
how to get the variance explained which are similar to those concepts in
traditional PCA?
In traditional PCA, you have a bunch of eigenvalue lambdas...
and you sort the lambdas from the biggest to the smallest,
the lambda_i / (sum of all lambdas) is the variance explained by that
principal component...
how to obtain the equivalent concepts in PcaHubert?
Thanks a lot!
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