It is reporting _proportion_ of the total variance. Not the variance.
The total variance is the sum of all the squared standard deviations. Only
the first 3 standard deviations are shown.
Kevin
On Mon, Apr 9, 2012 at 3:31 PM, carol white <wht_crl@yahoo.com> wrote:
> Hello,
> It might be a trivial question but I just wanted to find out the
> relationship between sdev and proportion of variance generated by prcomp. I
> got the following result from my data set
>
> PC1 PC2 PC3
> Standard deviation 104.89454 15.40910 9.012047
> Proportion of Variance 0.52344 0.01130 0.003860
> Cumulative Proportion 0.52344 0.53474 0.538600
>
>
>
> first, I had thought that the variance must be standard deviation power to
> 2 but it seems that variance is sdev/200. Did I misunderstood some thing?
>
> Best,
>
> Carol
>
>
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--
Kevin Wright
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