PCA & TableOfReal: Get fraction variance...


A command to query the selected PCA and TableOfReal object for the explained fraction of the variance if the TableOfReal object were projected onto the PCA space.
Algorithm

1. The TableOfReal is converted to a Covariance object.

2. The Covariance object is projected on the PCA eigenspace and the newly obtained projected Covariance object is queried for the fraction variance.
© djmw, March 24, 2004