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How can i calculate explained variance? #2

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sdjin87 opened this issue Apr 18, 2023 · 1 comment
Open

How can i calculate explained variance? #2

sdjin87 opened this issue Apr 18, 2023 · 1 comment

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@sdjin87
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sdjin87 commented Apr 18, 2023

Thank you for very nice package
I want to calculate variance for each component
How can i calculate it?

@gdurif
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gdurif commented Apr 18, 2023

Here, since the model is not Gaussian, nor based on Euclidean distance ($\ell_2$ norm) minimization, computing the explained variance is not suitable in this context.

Instead, we can compute a percentage of cumulative explained deviance, as introduced in section 2.1 of the related publication (link to access the preprint).

I think that this information is given in the output of the main function.

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