Re: [R] extract prop. of. var in pca

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Sat 09 Jul 2005 - 05:29:25 EST

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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Jul 09 05:34:45 2005

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