Re: [R] sparse PCA using nsprcomp package

2013-09-11 Thread array chip
eptember 9, 2013 8:06 AM Subject: Re: [R] sparse PCA using nsprcomp package Hi John > 1). Assume now I can calculate these "adjusted" standard deviation from > sparse PCA, should the percent variation explained by each sparse PC be > calculated using the sum of all these "

Re: [R] sparse PCA using nsprcomp package

2013-09-09 Thread Christian Sigg
Hi John > 1). Assume now I can calculate these "adjusted" standard deviation from > sparse PCA, should the percent variation explained by each sparse PC be > calculated using the sum of all these "adjusted" variance (i.e. square of the > "adjusted" standard deviation) as the denominator (then t

Re: [R] sparse PCA using nsprcomp package

2013-09-05 Thread array chip
in, John From: Christian Sigg Cc: r-help@r-project.org Sent: Thursday, September 5, 2013 2:43 PM Subject: Re: [R] sparse PCA using nsprcomp package Hi John I am currently traveling and have sporadic net access, I therefore can only answer briefly. It's

Re: [R] sparse PCA using nsprcomp package

2013-09-05 Thread Christian Sigg
Hi John I am currently traveling and have sporadic net access, I therefore can only answer briefly. It's also quite late, I hope what follows still makes sense... > For regular PCA by prcomp(), we can easily calculate the percent of total > variance explained by the first k PCs by using cumsum(