Re: [R] sdev, variance in prcomp

2012-04-09 Thread Kevin Wright
It is reporting _proportion_ of the total variance.  Not the variance.

The total variance is the sum of all the squared standard deviations.  Only
the first 3 standard deviations are shown.

Kevin


On Mon, Apr 9, 2012 at 3:31 PM, carol white  wrote:

> Hello,
> It might be a trivial question but I just wanted to find out the
> relationship between sdev and proportion of variance generated by prcomp. I
> got the following result from my data set
>
>  PC1  PC2  PC3
> Standard deviation 104.89454 15.40910 9.012047
> Proportion of Variance   0.52344  0.01130 0.003860
> Cumulative Proportion0.52344  0.53474 0.538600
>
>
>
> first, I had thought that the variance must be standard deviation power to
> 2 but it seems that variance is sdev/200. Did I misunderstood some thing?
>
> Best,
>
> Carol
>
>
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>



-- 
Kevin Wright

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[R] sdev, variance in prcomp

2012-04-09 Thread carol white
Hello,
It might be a trivial question but I just wanted to find out the relationship 
between sdev and proportion of variance generated by prcomp. I got the 
following result from my data set

 PC1  PC2  PC3
Standard deviation 104.89454 15.40910 9.012047
Proportion of Variance   0.52344  0.01130 0.003860
Cumulative Proportion    0.52344  0.53474 0.538600



first, I had thought that the variance must be standard deviation power to 2 
but it seems that variance is sdev/200. Did I misunderstood some thing?

Best,

Carol


__
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.