PCA: Get fraction variance accounted for...


A command to query the selected PCA for the fraction variance accounted for by the selected components.
Setting

Principal component range

defines the range of the principal components. If you choose both numbers equal, you get the fraction of the "variance" explained by that one component.
Details
The contribution is defined as:
Σ_{i=from..to} eigenvalue[i] / Σ_{i=1..numberOfEigenvalues} eigenvalue[i] 
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© djmw, January 6, 1999