How to quantify variance explained from PCA?
2 views (last 30 days)
Show older comments
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
0 Comments
Answers (0)
See Also
Categories
Find more on Dimensionality Reduction and Feature Extraction in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!