How to quantify variance explained from PCA?

3 次查看（过去 30 天）

SeanC 2017-10-4

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/359656-how-to-quantify-variance-explained-from-pca

Hi,

I want to quantify the amount of variance explained by PCA. However, I want to define the PCs using one half of my data, and test it using the other half as follows:

[COEFF,SCORE,latent,tsquare] = princomp(InputMatrix_TrainingData); %InputMatrix is an 8 x 78 matrix. RecomputedScores = InputMatrix_TestData*COEFF; %Output

This works fine for recomputing the scores based upon alternate data, but how do I recompute the amount of variance explained etc. ?

Thanks