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How do I get proportion of variance?

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Sonisa
Sonisa le 21 Fév 2017
Commenté : Sonisa le 24 Fév 2017
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)

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Nachiket Katakkar
Nachiket Katakkar le 24 Fév 2017
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 commentaire
Sonisa
Sonisa le 24 Fév 2017
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?

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