Function extracts eigenvalues from an object that has them. Many multivariate methods return such objects.
eigenvals(x, ...)
# S3 method for cca
eigenvals(x, model = c("all", "unconstrained", "constrained"),
constrained = NULL, ...)
# S3 method for eigenvals
summary(object, ...)
An object of class "eigenvals"
, which is a vector of
eigenvalues.
The summary
method returns an object of class
"summary.eigenvals"
, which is a matrix.
An object from which to extract eigenvalues.
An eigenvals
result object.
Which eigenvalues to return for objects that inherit from class
"cca"
only.
Return only constrained eigenvalues. Deprecated as of vegan
2.5-0. Use model
instead.
Other arguments to the functions (usually ignored)
Jari Oksanen.
This is a generic function that has methods for cca
,
wcmdscale
, pcnm
, prcomp
,
princomp
, dudi
(of ade4), and
pca
and pco
(of
labdsv) result objects. The default method also
extracts eigenvalues if the result looks like being from
eigen
or svd
. Functions
prcomp
and princomp
contain square roots
of eigenvalues that all called standard deviations, but
eigenvals
function returns their squares. Function
svd
contains singular values, but function
eigenvals
returns their squares. For constrained ordination
methods cca
, rda
and
capscale
the function returns the both constrained and
unconstrained eigenvalues concatenated in one vector, but the partial
component will be ignored. However, with argument
constrained = TRUE
only constrained eigenvalues are returned.
The summary
of eigenvals
result returns eigenvalues,
proportion explained and cumulative proportion explained. The result
object can have some negative eigenvalues (wcmdscale
,
capscale
, pcnm
) which correspond to
imaginary axes of Euclidean mapping of non-Euclidean distances
(Gower 1985). In these cases, the sum of absolute values of
eigenvalues is used in calculating the proportions explained, and
real axes (corresponding to positive eigenvalues) will only explain
a part of total variation (Mardia et al. 1979, Gower 1985).
Gower, J. C. (1985). Properties of Euclidean and non-Euclidean distance matrices. Linear Algebra and its Applications 67, 81--97.
Mardia, K. V., Kent, J. T. and Bibby, J. M. (1979). Chapter 14 of Multivariate Analysis, London: Academic Press.
data(varespec)
data(varechem)
mod <- cca(varespec ~ Al + P + K, varechem)
ev <- eigenvals(mod)
ev
summary(ev)
## choose which eignevalues to return
eigenvals(mod, model = "unconstrained")
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