[R] extract prop. of. var in pca
Achim.Zeileis at wu-wien.ac.at
Fri Jul 8 21:29:25 CEST 2005
On Fri, 8 Jul 2005, K. Steinmann wrote:
> Dear R-helpers,
> Using the package Lattice, I performed a PCA.
In my R installation, the function princomp() is contained in the stats
package, not lattice (sic!).
> For example
> pca.summary <- summary(pc.cr <- princomp(USArrests, cor = TRUE))
> The Output of "pca.summary" looks as follows:
> Importance of components:
> Comp.1 Comp.2 Comp.3 Comp.4
> Standard deviation 1.5748783 0.9948694 0.5971291 0.41644938
> Proportion of Variance 0.6200604 0.2474413 0.0891408 0.04335752
> Cumulative Proportion 0.6200604 0.8675017 0.9566425 1.00000000
> How can I extract the proportion of variance?
The standard deviations are in
(see also ?princomp), thus the variances are the squared values and the
proportions can be computed as
and by taking the cumsum() the cumulative proportion can be computed. This
is exactly what the the print method for "summary.princomp" objects does
> Since names(pca.summary) or str(pca.summary) do not contain the proportion of
> it seems I can not use something similar like pca.summary[]$Comp.1.
> I can't see how the values are stored.
> Thanks in advance.
> K. St.
> R-help at stat.math.ethz.ch mailing list
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