makevexp: Utility for computing the variance explained by a set of...

In merolagio/LSSPCA: Computes Least Squares Sparse Principal Components

Description

Utility for computing the variance explained by a set of components

Usage

makevexp(scores, X, unc = FALSE)

Arguments

scores,	a matrix of components scores
X	the data matrix.
unc	logical, are the components orthogonal.

Value

a vector with the variance explained by each component

Author(s)

Giovanni Merola

Examples

{
 if(FALSE){
   A = matrix(c(rep(1, 16), rep(c(-1, 0.5, 1, 0.5), 4)), 16, 2)
   sc = hitters %*% A
   makevexp(sc, hitters, FALSE)

 ## this is wrong
   makevexp(sc, hitters, TRUE)

 ## because the components are not orthogonal
   cor(sc)
 }
}

merolagio/LSSPCA documentation built on April 29, 2021, 4:17 p.m.