You determine the variance explained by *any* unit vector by taking its inner
product with the data points, then finding the variance of the results. In the
case of FastICA, the variance explained by the ICs collectively is exactly the
same as the variance explained by the principal components (collectively) from
which they are derived.
HTH
Rex
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of Pavel Goldstein
Sent: Tuesday, March 01, 2011 1:24 AM
To: r-help at r-project.org
Subject: [R] Explained variance for ICA
Hello,
I think to use FastICA package for microarray data clusterization,
but one question stops me: can I know how much variance explain each
component (or all components together) ?
I will be very thankful for the help.
Thanks,
Pavel
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