R/explainedVariation.R

In whitening: Whitening and High-Dimensional Canonical Correlation Analysis

### explainedVariation.R  (2022-06-01)
###
###    Compute explained variation from loadings
###
### Copyright 2022 Korbinian Strimmer
###
###
### This file is part of the `whitening' library for R and related languages.
### It is made available under the terms of the GNU General Public
### License, version 3, or at your option, any later version,
### incorporated herein by reference.
### 
### This program is distributed in the hope that it will be
### useful, but WITHOUT ANY WARRANTY; without even the implied
### warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
### PURPOSE.  See the GNU General Public License for more
### details.
### 
### You should have received a copy of the GNU General Public
### License along with this program; if not, write to the Free
### Software Foundation, Inc., 59 Temple Place - Suite 330, Boston,
### MA 02111-1307, USA

# explained variation 
# = column sum of squares of the loadings 
explainedVariation = function(Phi) colSums(Phi^2)