fraction_variance_explained: Fraction of variance explained
In msPCA: Sparse Principal Component Analysis with Multiple Principal Components
fraction_variance_explained R Documentation
Fraction of variance explained
Description
Computes the fraction of variance explained (variance explained normalized by the trace of the covariance/correlation matrix) by a set of PCs.
Usage
fraction_variance_explained(C, U)
Arguments
C
A matrix. The correlation or covariance matrix (p x p).
U
A matrix. The matrix containing the r PCs (p x r).
Value
A float.
Examples
library(datasets)
TestMat <- cor(datasets::mtcars)
mspcares <- mspca(TestMat, 2, c(4,4))
fraction_variance_explained(TestMat, mspcares$x_best)
msPCA documentation built on May 16, 2026, 1:08 a.m.
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| fraction_variance_explained | R Documentation |
Fraction of variance explained
Description
Computes the fraction of variance explained (variance explained normalized by the trace of the covariance/correlation matrix) by a set of PCs.
Usage
fraction_variance_explained(C, U)
Arguments
C |
A matrix. The correlation or covariance matrix (p x p). |
U |
A matrix. The matrix containing the r PCs (p x r). |
Value
A float.
Examples
library(datasets)
TestMat <- cor(datasets::mtcars)
mspcares <- mspca(TestMat, 2, c(4,4))
fraction_variance_explained(TestMat, mspcares$x_best)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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