Message-ID: <0946E293C7C22A45A0E33BA14FAA8D8801DBD3AB@500MAIL.goldbox.com>
Date: 2008-09-09T15:31:44Z
From: ngottlieb at marinercapital.com
Subject: PCA and % variance explained
In-Reply-To: <19388970.post@talk.nabble.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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