Re: [R] Explained variance for ICA

From: <rex.dwyer_at_syngenta.com>
Date: Tue, 01 Mar 2011 09:01:58 -0500

You determine the variance explained by *any* unit vector by taking its inner product with the data points, then finding the variance of the results. In the case of FastICA, the variance explained by the ICs collectively is exactly the same as the variance explained by the principal components (collectively) from which they are derived. HTH
Rex

-----Original Message-----
From: r-help-bounces_at_r-project.org [mailto:r-help-bounces_at_r-project.org] On Behalf Of Pavel Goldstein Sent: Tuesday, March 01, 2011 1:24 AM
To: r-help_at_r-project.org
Subject: [R] Explained variance for ICA

Hello,
I think to use FastICA package for microarray data clusterization, but one question stops me: can I know how much variance explain each component (or all components together) ? I will be very thankful for the help.

Thanks,

Pavel

        [[alternative HTML version deleted]]



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.

message may contain confidential information. If you are not the designated recipient, please notify the sender immediately, and delete the original and any copies. Any use of the message by you is prohibited.



R-help_at_r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Tue 01 Mar 2011 - 14:33:39 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Tue 01 Mar 2011 - 14:40:17 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.

list of date sections of archive