peav {nsprcomp}

Percentage Explained Additional Variance

Description

peav computes the percentage of the explained _additional_ variance of each principal component, taking into account the possible non-orthogonality of the pseudo-rotation matrix \mathbf{W}.

Usage

peav(x, w, center = TRUE, scale. = FALSE)

Arguments

x

a numeric data matrix with the observations as rows

w

a numeric data matrix with the principal axes as columns

center

a logical value indicating whether the empirical mean of x should be subtracted. Alternatively, a vector of length equal to the number of columns of x can be supplied. The value is passed to scale.

scale.

a logical value indicating whether the columns of x should be scaled to have unit variance before the analysis takes place. The default is FALSE for consistency with prcomp. Alternatively, a vector of length equal to the number of columns of x can be supplied. The value is passed to scale.

Details

The explained additional variance is computed using asdev and divided by the total variance of the data to obtain percentages. sum(peav(x, w)) is equal to one if \mathbf{W} is an orthonormal basis, e.g. the rotation matrix of a standard PCA.

peav is useful to compare the solutions of various constrained PCA methods w.r.t. standard PCA.

Note

The method produces different results than the "percentage explained variance" (pev) computed by the spca function from the elasticnet package.

See Also

asdev, scale