主成分分析(PC)后如何创建模型中使用的变量

时间:2016-05-10 08:24:24

标签: r pca data-science

我在我的数据上使用R工具运行主成分分析,该数据有20个变量。运行PCA后,我发现有 只有7个组件定义了95%的方差。所以我选择了7个 组件和碎石图也显示相同。我的问题是如何 让这7个组件为模型做好准备,以及如何知道哪个 变量在哪个组件中。

mypca<-prcomp(pca,Center=T,Score=T)
summary(mpca)
biplot(mpca,cex=c(1,0.7))
plot(mpca,type='l')

我的输出ex-

mypca
Standard deviations:
 [1] 7.767354e+05 5.209863e+05 2.078040e+05 6.977353e+04 5.907508e+04 3.739487e+04
 [7] 2.939656e+04 2.040803e+04 1.824598e+04 1.335107e+04 7.003151e+03 2.081214e+03
[13] 1.015031e+03 6.049221e+01 2.112127e+00 1.715362e+00 4.009252e-01 2.409152e-01
[19] 1.621897e-01 4.669961e-02

Rotation:
                                 PC1           PC2           PC3           PC4
DEL                -4.446095e-01 -1.365373e-01  4.646724e-01 -9.940610e-02
BMP                -2.294502e-01 -9.178854e-02 -5.172624e-01  5.812253e-02
QUICK              -2.294736e-01 -9.180154e-02 -5.171577e-01  5.757215e-02
FLOOR              -1.447338e-01 -5.555989e-02 -2.882114e-01 -7.512070e-03
BESTPRICE          -1.186925e-01 -4.219830e-02 -1.647242e-01 -3.008956e-01
ESTIMATED          -2.406338e-02 -3.139576e-03  6.057867e-02 -1.826918e-01
BMC                -1.616599e-02 -2.238196e-03  3.833399e-02 -1.451767e-01
QUOTEDPRICE        -4.365873e-02 -1.183297e-02 -5.564309e-02 -2.973147e-01
REQUESTED          -3.652228e-02 -1.067759e-02  1.748905e-03 -7.063598e-01
APPROVED           -3.287014e-02 -8.370115e-03 -4.601376e-02 -2.583385e-01
QUOTED             -4.519003e-02 -1.224860e-02 -5.761017e-02 -3.077816e-01
REVENUE            -3.170393e-01  9.480183e-01 -2.556628e-02  7.246487e-03
QUANTITY           -2.404408e-07  3.705113e-07  5.301165e-07 -2.193947e-06
X1                     -2.831711e-02 -3.113612e-03  4.470644e-02 -2.422465e-01
X2                     -1.447338e-01 -5.555989e-02 -2.882114e-01 -7.512053e-03
X3                     -7.297359e-01 -2.394014e-01  1.986816e-01  1.754359e-01
logY                   -4.388139e-07 -7.189463e-08  2.997868e-08 -3.984610e-06
logX1                  -4.035784e-07  1.776258e-08  4.018616e-07 -3.839607e-06
logX2                  -5.257616e-07 -1.990498e-08 -5.620499e-09 -3.691808e-06
logX3                  -6.027988e-07 -8.882444e-08  3.592355e-07 -3.854011e-06
                                 PC5           PC6           PC7           PC8
DEL                 2.655996e-01 -4.871577e-01  4.858557e-01 -7.900992e-02
BMP                -1.241183e-02 -1.416174e-01  1.216632e-01  7.375359e-02
QUICK              -1.251853e-02 -1.418838e-01  1.211338e-01  7.373242e-02
FLOOR               6.466498e-02 -1.007271e-01  6.056409e-02  2.915110e-02
BESTPRICE           4.360928e-01 -2.468458e-02 -4.409979e-01 -6.050895e-01
ESTIMATED           2.348922e-01  8.722483e-02 -9.211753e-02 -6.305748e-02
BMC                 1.765210e-01  5.616374e-02 -4.638213e-02 -7.011109e-02
QUOTEDPRICE         1.197124e-01  3.503717e-01  2.580183e-01  6.299166e-02
REQUESTED          -6.252076e-01 -2.981786e-01 -1.336283e-01 -6.348676e-03
APPROVED           -7.632572e-03  4.275728e-01  3.304660e-01  3.226306e-02
QUOTED              1.238035e-01  3.627518e-01  2.673074e-01  6.503694e-02
REVENUE            -4.094309e-03 -3.884740e-03 -6.433982e-05 -2.820808e-03
QUANTITY            2.116696e-06 -2.182645e-06 -8.395780e-08  6.520955e-06
X1                      3.956981e-01 -1.292357e-01 -3.700478e-01  7.706389e-01
X2                      6.466492e-02 -1.007270e-01  6.056412e-02  2.915108e-02
X3                     -2.589924e-01  3.847492e-01 -3.463963e-01  5.463960e-02
logY                    3.011230e-06  3.069097e-06  2.083898e-06  4.412121e-06
logX1                   3.955857e-06  1.506631e-06  1.223865e-07  5.651752e-06
logX2                   3.462507e-06  1.953241e-06  9.907307e-07  4.681642e-06
logX3                   3.276134e-06  3.016372e-06  1.466362e-06  5.386398e-06
                                 01 -6.387075e-01  1.450583e-01  6.910169e-02

如何将这些组件转换为可以在模型中使用?

>  PC1        PC2        PC3         PC4        PC5        PC6          
> PC7 1 -1.45833502 2.11282609 -0.7707549  0.16211139 -0.6085632
> 0.01124237  0.1537967869 2 -0.06652181 0.50169802 -0.9595252 -0.10297871 -0.1358572 0.06384388  0.0340014187 3  0.53154796 0.03483829 -0.5028758 -0.06841849 -0.1215346 0.06935621 -0.0227362565 4  0.20524983 0.33707245 -0.7822114 -0.08349523 -0.1335755 0.06973486 
> 0.0004967936 5 -0.12844451 0.52862201 -0.9929951 -0.10849844 -0.1353270 0.06171903  0.0435270695 6 -0.43249794 0.63998469 -1.1443612 -0.13686075 -0.1311380 0.04991448  0.0934741840
  

0 个答案:

没有答案