Accessing Percentage of Variance Explained for PCA

[jeromefroe]

Hello,

I wanted to suggest adding an element to the preProcess list so that the user can easily access the percent of variance explained for each principal component. For example, I can find the percent variance explained from prcomp by:

PCA.1 <- prcomp(iris[,1:4],
center = TRUE,
scale. = TRUE)

PCA.1$sdev / sum(PCA.1$sdev) # get percent variance explained for each principal component

There doesn't seem to be an equivalent method to do this using the result from a preProcess call such as:

library(caret)
pcaTransform = preProcess(iris[,1:4], thresh = 0.9999,
method=c("center", "scale", "pca"))
PCA.2 = predict(pcaTransform, iris[,1:4])

Thanks!

[topepo]

You and me both! The news file on the latest CRAN version has "When PCA pre-processing is conducted, the variance trace is saved in an object called trace."

For example:

> library(caret)
> library(earth)
> 
> set.seed(135)
> tr_dat <- twoClassSim(100)
> 
> set.seed(417)
> mod <- train(Class ~ ., data = tr_dat, method = "knn",
+              preProc = c("center", "scale", "pca"))
> head(mod$preProcess$trace)
[1] 0.1208276 0.2182919 0.3141637 0.4055406 0.4818360 0.5559183
> min(which(mod$preProcess$trace > .95))
[1] 14

[jeromefroe]

Whoops. Must have missed this in the latest version. Thanks! This is a very helpful feature!

[hendrikweisser]

I would appreciate this functionality as well, but it looks like the trace object was removed in commit 399b973. Was this intentional or an oversight?

[kmacierzanka]

I would appreciate this functionality as well, but it looks like the trace object was removed in commit 399b973. Was this intentional or an oversight?

I really hope this is brought back!