ldecomp.getVariances: Compute explained variance
Description
Computes explained variance and cumulative explained variance for data decomposition.
Usage
ldecomp.getVariances(scores, loadings, residuals, Q)
Value
Returns a list with two vectors.
Arguments
- scores
matrix with scores (T).
- loadings
matrix with loadings (P).
- residuals
matrix with residuals (E).
- Q
matrix with squared orthogonal distances.