PCA and % variance explained
pgseye wrote:
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?
You can plot the princomp object using screeplot() and you can get the percentage of explained variance from the princomp object p using p$sdev^2 / sum(p$sdev^2)
Gad Abraham Dept. CSSE and NICTA The University of Melbourne Parkville 3010, Victoria, Australia email: gabraham at csse.unimelb.edu.au web: http://www.csse.unimelb.edu.au/~gabraham