[R] extract prop. of. var in pca
Achim Zeileis
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
pc.cr$sdev
(see also ?princomp), thus the variances are the squared values and the
proportions can be computed as
pc.cr$sdev^2/sum(pc.cr$sdev^2)
and by taking the cumsum() the cumulative proportion can be computed. This
is exactly what the the print method for "summary.princomp" objects does
(see stats:::print.summary.princomp).
Best,
Z
> Since names(pca.summary) or str(pca.summary) do not contain the proportion of
> variance,
> it seems I can not use something similar like pca.summary[[2]]$Comp.1[3].
> I can't see how the values are stored.
>
>
> Thanks in advance.
>
> K. St.
>
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