mdatools (version 0.10.3)

ldecomp.getVariances: Compute explained variance

Description

Computes explained variance and cumulative explained variance for data decomposition.

Usage

ldecomp.getVariances(scores, loadings, residuals, Q)

Arguments

scores

matrix with scores (T).

loadings

matrix with loadings (P).

residuals

matrix with residuals (E).

Q

matrix with squared orthogonal distances.

Value

Returns a list with two vectors.