フィルターのクリア

How do I get proportion of variance?

10 ビュー (過去 30 日間)
Sonisa
Sonisa 2017 年 2 月 21 日
コメント済み: Sonisa 2017 年 2 月 24 日
I have eight variables and I want to know which one is important and I try to use principal component analysis and the one I get is the percentage? The following is my code and I really need proportion not percentage. Thanks in advance.
[COEFF, latent, explained] = pcacov(cov(out)); proportion = cumsum(latent)/sum(latent); figure pareto(latent)

採用された回答

Nachiket Katakkar
Nachiket Katakkar 2017 年 2 月 24 日
Your calculation of proportion of variance seems to be correct. The following example highlights that:
% Example from pcacov documentation page
load hald
covx = cov(ingredients);
[COEFF,latent,explained] = pcacov(covx);
cumsum(latent/sum(latent))
ans =
0.8660
0.9789
0.9996
1.0000
pareto(latent)
You will observe that the pareto chart shows only 95% of the cumulative distribution and therefore, 2 columns will be displayed.
Note also that "pcacov" performs principal components analysis on the covariance matrix of the input so calling "cov" inside "pcacov" does not seem necessary.
  1 件のコメント
Sonisa
Sonisa 2017 年 2 月 24 日
I got it but I was looking for a way to do proportion of variance with respond to the independent variables to the dependent variables. Is there a way?

サインインしてコメントする。

その他の回答 (0 件)

カテゴリ

Help Center および File ExchangeDimensionality Reduction and Feature Extraction についてさらに検索

タグ

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by