How extract rotated PCs' eigenvalue and explained variance?

Hi, I used pca function in matlab and then I rotated first 4 PCs with rotatedfactors function. now I want to derive explained variance and eigenvalue of rotated PCs. Whta should I do?

Answer 1

[arushi]

Hi Farshad,

When you rotate the principal components (PCs) using the `rotatefactors` function in MATLAB, the explained variance and eigenvalues of the rotated PCs are not directly provided.You can compute them from the rotated loadings -

- Use the `pca` function to obtain the principal components and the explained variance.

- Use the `rotatefactors` function to rotate the loadings (principal components).

- The explained variance of the rotated PCs can be derived from the sum of the squared loadings for each component.

- The eigenvalues can be computed from the explained variance.The eigenvalues can be derived from the explained variance by multiplying by the number of observations minus one (degrees of freedom).

Hope this helps.