ldecomp.getVariances function

Compute explained variance

Computes explained variance and cumulative explained variance for data decomposition.

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.

Returns

Returns a list with two vectors.