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Principal Components variance explained
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Brent Pedersen
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Jan 12, 2017, 1:39:58 PM
1/12/17
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to gonum-dev
Hi, I'm using stat.PC and just verifying that I'm not missing a way to get the proportion of the total variance explained?
The way I can see is to take the sum of the the row-wise variances and then divide the pc.Vars() by that.
thanks,
-Brent
Dan Kortschak
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Jan 12, 2017, 4:07:19 PM
1/12/17
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to Brent Pedersen, gonum-dev
pov := pc.Vars(nil)
floats.Scale(1/floats.Sum(pov), pov)
--
afk
Dan
Brent Pedersen
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Jan 12, 2017, 4:35:28 PM
1/12/17
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to Dan Kortschak, gonum-dev
perfect. Thank you.
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