Fraction of Variance Explained Per PC

Computes the fraction of variance explained (variance explained normalized by the trace of the covariance/correlation matrix) by each PC.

Usage

fraction_variance_explained_perPC(C, U)

Arguments

C

A matrix. The correlation or covariance matrix (p x p).

U

A matrix. The matrix containing the r PCs (p x r).

Value

A numeric vector of length ncol(U).