Re: [R] Can't reproduce clusplot princomp results.

2005-05-24 Thread Bjørn-Helge Mevik
Thomas M. Parris writes:

 clusplot reports that the first two principal components explain
 99.7% of the variability.
[...]

 loadings(pca)
[...]
Comp.1 Comp.2 Comp.3 Comp.4
 SS loadings  1.00   1.00   1.00   1.00
 Proportion Var   0.25   0.25   0.25   0.25
 Cumulative Var   0.25   0.50   0.75   1.00

This has nothing to do with how much of the variability of the
original data that is captured by each component; it merely measures
the variability in the coefficients of the loading vectors (and they
are standardised to length one in princomp)

What you want to look at is pca$sdev, for instance something like

totvar - sum(pca$sdev^2)
rbind(explained var = pca$sdev^2,
  prop. expl. var = pca$sdev^2/totvar,
  cum.prop.expl.var = cumsum(pca$sdev^2)/totvar)
 Comp.1Comp.2  Comp.3   Comp.4
explained var 3.4093746 0.5785399 0.011560142 0.0005252824
prop. expl. var   0.8523437 0.1446350 0.002890036 0.0001313206
cum.prop.expl.var 0.8523437 0.9969786 0.999868679 1.00

And as you can see, two comps explain 99.7%. :-)

-- 
Bjørn-Helge Mevik

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[R] Can't reproduce clusplot princomp results.

2005-05-23 Thread Thomas M. Parris
Dear R folk:

Perhaps I'm just dense today, but I am having trouble reproducing the
principal components plotted and summarized by clusplot.  Here is a brief
example using the pluton dataset.  clusplot reports that the first two
principal components explain 99.7% of the variability.  But this is not what
princomp is reporting.  I would greatly appreciate any advice.

With best regards,
-- Tom

 R.version
 _  
platform i386-pc-mingw32
arch i386   
os   mingw32
system   i386, mingw32  
status  
major2  
minor0.1
year 2004   
month11 
day  15 
language R 

 require(cluster)
[1] TRUE
 pluton.agnes - agnes(pluton)
 clusters - cutree(as.hclust(pluton.agnes), h=4.00)
 clusplot(pluton, clusters, lines=0)
 pca - princomp(pluton, cor=TRUE)
 loadings(pca)

Loadings:
  Comp.1 Comp.2 Comp.3 Comp.4
Pu238  0.521  0.348  0.714  0.313
Pu239 -0.5400.837
Pu240  0.418 -0.835 0.353
Pu241  0.512  0.418 -0.698  0.277

   Comp.1 Comp.2 Comp.3 Comp.4
SS loadings  1.00   1.00   1.00   1.00
Proportion Var   0.25   0.25   0.25   0.25
Cumulative Var   0.25   0.50   0.75   1.00

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