anova.princomp: Component variation in PCA analysis

In mbojan/mbstats: Michal's Beautiful Selection of Totally Awesome and Trustworthy Statistical functions

Description

Calculate percent of explained variance for Principal Component Analysis objects.

Usage

## S3 method for class 'princomp'
anova(object, ...)

Arguments

object	object of class princomp
...	other arguments currently not supported

Details

The function calculates percentages of variance explained for each component resulting from Principal Component Analysis. The variance is equal to:

sigma^2 / sum( sigma^2 ) * 100

where sigma is equal to component's standard deviation.

Value

A vector of length equal to a number of components existing in object. Each element contains the percent of variance explained by the corresponding component.

See Also

stats::princomp(), stats::anova()

Examples

pcmodel <- princomp(USArrests, cor=TRUE)
pcmodel
anova(pcmodel) # variance prc.

mbojan/mbstats documentation built on Dec. 21, 2021, 3:56 p.m.