[R] PCA and % variance explained

Mark Difford mark_difford at yahoo.co.uk
Tue Sep 9 14:39:38 CEST 2008


Hi Paul,

>> how do you view how much each component contributes to variance in the
>> dataset ...

It helps to read the help:

?princomp
?prcomp

Contributions to inertia or variance are reported as standard deviations
(princomp.obj$sdev). So square these values to get the variance accounted
for by each component. For the rest, see loadings sub Value in the help
file.

Regards, Mark.


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?
> 
> Thanks,
> 
> Paul
> 

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