Principal Component Analysis (PCA) using R

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PCA means Principal Component Analysis. PCA is a multivariate technique that is used to reduce the dimension of a data set. More precisely, PCA is concerned with explaining the variance-covariance structure through a few linear combinations of the original variables. Thus PCA transforms the original set of variables into a smaller set of linear combinations that account for most of the variance of the original set.

Objectives of PCA

There are two main objectives of PCA. They are,

  • Data reduction: Although p-components are reproduce the total variability often much of the variability can be accounted for by a small number say k of the PCs.
  • Interpretation: Analysis of PCs often reveals relationships that were not previously suspected and thereby allows interpretations that would not ordinarily result.

PCA is also used for the following perposes:

  • PCA can give the best linearly independent and different combinations of features so we can use them to describe our data differently.
  • More Realistic Perspective and Less Complexity.
  • Better visualization.
  • Reduce size.

R code of Principal Component Analysis (PCA)

##First, load the package:

library("factoextra")

##Input/Insert/Load your data set:
##For example we use a data set data(decathlon2)

data(decathlon2)
decathlon2.active <- decathlon2[1:23, 1:10] 
decathlon2.active

##Performing PCA:

res.pca <- prcomp(decathlon2.active, scale = TRUE)
fviz_eig(res.pca)
fviz_pca_ind(res.pca,
col.ind = "cos2", 
gradient.cols = c("#00AFBB", "#E7B800", "#FC4E07"),
repel = TRUE)
viz_pca_var(res.pca,
col.var = "contrib",
gradient.cols = c("#00AFBB", "#E7B800", "#FC4E07"),
repel = TRUE)
fviz_pca_biplot(res.pca, repel = TRUE,
col.var = "#2E9FDF", 
col.ind = "#696969")

###Access to the PCA results:

eig.val <- get_eigenvalue(res.pca) 
eig.val

Results of Principal component Analysis

The scree plot of the data set is as following,

scree plot of Principal component analysis

 

 

 

Eigen values and Factors

##Eigen values
 eigenvalue variance.percent cumulative.variance.percent
Dim.1   4.1242133        41.242133                    41.24213
Dim.2   1.8385309        18.385309                    59.62744
Dim.3   1.2391403        12.391403                    72.01885
Dim.4   0.8194402         8.194402                    80.21325
Dim.5   0.7015528         7.015528                    87.22878
Dim.6   0.4228828         4.228828                    91.45760
Dim.7   0.3025817         3.025817                    94.48342
Dim.8   0.2744700         2.744700                    97.22812
Dim.9   0.1552169         1.552169                    98.78029
Dim.10  0.1219710         1.219710                   100.00000

              
res.ind <- get_pca_ind(res.pca)
res.ind$coord                       
res.ind$contrib                    
res.ind$cos2               
###
 Dim.1      Dim.2       Dim.3       Dim.4         Dim.5       Dim.6
SEBRLE       0.1912074 -1.5541282 -0.62836882  0.08205241  1.1426139415 -0.46389755
CLAY         0.7901217 -2.4204156  1.35688701  1.26984296 -0.8068483724  1.30420016
BERNARD     -1.3292592 -1.6118687 -0.19614996 -1.92092203  0.0823428202 -0.40062867
YURKOV      -0.8694134  0.4328779 -2.47398223  0.69723814  0.3988584116  0.10286344
ZSIVOCZKY   -0.1057450  2.0233632  1.30493117 -0.09929630 -0.1970241089  0.89554111
McMULLEN     0.1185550  0.9916237  0.84355824  1.31215266  1.5858708644  0.18657283
MARTINEAU   -2.3923532  1.2849234 -0.89816842  0.37309771 -2.2433515889 -0.45666350
HERNU       -1.8910497 -1.1784614 -0.15641037  0.89130068 -0.1267412520  0.43623496
BARRAS      -1.7744575  0.4125321  0.65817750  0.22872866 -0.2338366980  0.09026010
NOOL        -2.7770058  1.5726757  0.60724821 -1.55548081  1.4241839810  0.49716399
BOURGUIGNON -4.4137335 -1.2635770 -0.01003734  0.66675478  0.4191518468 -0.08200220
Sebrle       3.4514485 -1.2169193 -1.67816711 -0.80870696 -0.0250530746 -0.08279306
Clay         3.3162243 -1.6232908 -0.61840443 -0.31679906  0.5691645854  0.77715960
Karpov       4.0703560  0.7983510  1.01501662  0.31336354 -0.7974259553 -0.32958134
Macey        1.8484623  2.0638828 -0.97928455  0.58469073 -0.0002157834 -0.19728082
Warners      1.3873514 -0.2819083  1.99969621 -1.01959817 -0.0405401497 -0.55673300
Zsivoczky    0.4715533  0.9267436 -1.72815525 -0.18483138  0.4073029909 -0.11383190
Hernu        0.2763118  1.1657260  0.17056375 -0.84869401 -0.6894795441 -0.33168404
Bernard      1.3672590  1.4780354  0.83137913  0.74531557  0.8598016482 -0.32806564
Schwarzl    -0.7102777 -0.6584251  1.04075176 -0.92717510 -0.2887568007 -0.68891640
Pogorelov   -0.2143524 -0.8610557  0.29761010  1.35560294 -0.0150531057 -1.59379599
Schoenbeck  -0.4953166 -1.3000530  0.10300360 -0.24927712 -0.6452257128  0.16172381
Barras      -0.3158867  0.8193681 -0.86169481 -0.58935985 -0.7797389436  1.17415412
                  Dim.7        Dim.8        Dim.9      Dim.10
SEBRLE      -0.20796012  0.043460568 -0.659344137  0.03273238
CLAY        -0.21291866  0.617240611 -0.060125359 -0.31716015
BERNARD     -0.40643754  0.703856040  0.170083313 -0.09908142
YURKOV      -0.32487448  0.114996135 -0.109524039 -0.11969720
ZSIVOCZKY    0.08825624 -0.202341299 -0.523103099 -0.34842265
McMULLEN     0.47828432  0.293089967 -0.105623196 -0.39317797
MARTINEAU   -0.29975522 -0.291628488 -0.223417655 -0.61640509
HERNU       -0.56609980 -1.529404317  0.006184409  0.55368016
BARRAS       0.21594095  0.682583078 -0.669282042  0.53085420
NOOL        -0.53205687 -0.433385655 -0.115777808 -0.09622142
BOURGUIGNON -0.59833739  0.563619921  0.525814030  0.05855882
Sebrle       0.01016177 -0.030585843 -0.847210682  0.21970353
Clay         0.25750851 -0.580638301  0.409776590 -0.61601933
Karpov      -1.36365568  0.345306381  0.193055107  0.21721852
Macey       -0.26927772 -0.363219506  0.368260269  0.21249474
Warners     -0.26739400 -0.109470797  0.180283071  0.24208420
Zsivoczky    0.03991159  0.538039776  0.585966156 -0.14271715
Hernu        0.44308686  0.247293566  0.066908586 -0.20868256
Bernard      0.36357920  0.006165316  0.279488675  0.32067773
Schwarzl     0.56568604 -0.687053339 -0.008358849 -0.30211546
Pogorelov    0.78370119 -0.037623661 -0.130531397 -0.03697576
Schoenbeck   0.85752368 -0.255850722  0.564222295  0.29680481
Barras       0.94512710  0.365550568  0.102255763  0.61186706

> res.ind$contrib                    
                  Dim.1      Dim.2        Dim.3       Dim.4        Dim.5       Dim.6
SEBRLE       0.03854254  5.7118249 1.385418e+00  0.03572215 8.091161e+00  2.21256620
CLAY         0.65814114 13.8541889 6.460097e+00  8.55568792 4.034555e+00 17.48801877
BERNARD      1.86273218  6.1441319 1.349983e-01 19.57827284 4.202070e-02  1.65019840
YURKOV       0.79686310  0.4431309 2.147558e+01  2.57939100 9.859373e-01  0.10878629
ZSIVOCZKY    0.01178829  9.6816398 5.974848e+00  0.05231437 2.405750e-01  8.24561722
McMULLEN     0.01481737  2.3253860 2.496789e+00  9.13531719 1.558646e+01  0.35788945
MARTINEAU    6.03367104  3.9044125 2.830527e+00  0.73858431 3.118936e+01  2.14409841
HERNU        3.76996156  3.2842176 8.583863e-02  4.21505626 9.955149e-02  1.95655942
BARRAS       3.31942012  0.4024544 1.519980e+00  0.27758505 3.388731e-01  0.08376135
NOOL         8.12988880  5.8489726 1.293851e+00 12.83761115 1.257025e+01  2.54127369
BOURGUIGNON 20.53729577  3.7757623 3.534995e-04  2.35877858 1.088816e+00  0.06913582
Sebrle      12.55838616  3.5020697 9.881482e+00  3.47006223 3.889859e-03  0.07047579
Clay        11.59361384  6.2315181 1.341828e+00  0.53250375 2.007648e+00  6.20972751
Karpov      17.46609555  1.5072627 3.614914e+00  0.52101693 3.940874e+00  1.11680500
Macey        3.60207087 10.0732890 3.364879e+00  1.81387486 2.885677e-07  0.40014909
Warners      2.02910262  0.1879390 1.403071e+01  5.51585696 1.018550e-02  3.18673563
Zsivoczky    0.23441891  2.0310492 1.047894e+01  0.18126182 1.028128e+00  0.13322327
Hernu        0.08048777  3.2136178 1.020764e-01  3.82170515 2.946148e+00  1.13110069
Bernard      1.97075488  5.1661961 2.425213e+00  2.94737426 4.581507e+00  1.10655655
Schwarzl     0.53184785  1.0252129 3.800546e+00  4.56119277 5.167449e-01  4.87961053
Pogorelov    0.04843819  1.7533304 3.107757e-01  9.75034337 1.404313e-03 26.11665608
Schoenbeck   0.25864068  3.9969003 3.722687e-02  0.32970059 2.580092e+00  0.26890572
Barras       0.10519467  1.5876667 2.605305e+00  1.84296038 3.767994e+00 14.17432302
                   Dim.7        Dim.8        Dim.9      Dim.10
SEBRLE       0.621426384 2.992045e-02 12.177477305  0.03819185
CLAY         0.651413899 6.035125e+00  0.101262442  3.58568943
BERNARD      2.373652810 7.847747e+00  0.810319793  0.34994507
YURKOV       1.516564073 2.094806e-01  0.336009790  0.51072064
ZSIVOCZKY    0.111923276 6.485544e-01  7.664919832  4.32741147
McMULLEN     3.287016354 1.360753e+00  0.312501167  5.51053518
MARTINEAU    1.291109482 1.347216e+00  1.398195851 13.54402896
HERNU        4.604850849 3.705288e+01  0.001071345 10.92781554
BARRAS       0.670038259 7.380544e+00 12.547331617 10.04537028
NOOL         4.067669683 2.975270e+00  0.375477289  0.33003418
BOURGUIGNON  5.144247534 5.032108e+00  7.744571086  0.12223626
Sebrle       0.001483775 1.481898e-02 20.105546253  1.72063803
Clay         0.952824148 5.340583e+00  4.703566841 13.52708188
Karpov      26.720158115 1.888802e+00  1.043988269  1.68193477
Macey        1.041910483 2.089853e+00  3.798767930  1.60957713
Warners      1.027384225 1.898339e-01  0.910422384  2.08904756
Zsivoczky    0.022889042 4.585705e+00  9.617852173  0.72605208
Hernu        2.821027418 9.687304e-01  0.125399768  1.55234328
Bernard      1.899449022 6.021268e-04  2.188071254  3.66566729
Schwarzl     4.598122119 7.477531e+00  0.001957159  3.25357879
Pogorelov    8.825322559 2.242329e-02  0.477268755  0.04873597
Schoenbeck  10.566272800 1.036933e+00  8.917302863  3.14020004
Barras      12.835417603 2.116763e+00  0.292892746 13.34533825

> res.ind$cos2               
                  Dim.1      Dim.2        Dim.3       Dim.4        Dim.5        Dim.6
SEBRLE      0.007530179 0.49747323 8.132523e-02 0.001386688 2.689027e-01 0.0443241299
CLAY        0.048701249 0.45701660 1.436281e-01 0.125791741 5.078506e-02 0.1326907339
BERNARD     0.197199804 0.28996555 4.294015e-03 0.411819183 7.567259e-04 0.0179131165
YURKOV      0.096109800 0.02382571 7.782303e-01 0.061812637 2.022798e-02 0.0013453555
ZSIVOCZKY   0.001574385 0.57641944 2.397542e-01 0.001388216 5.465497e-03 0.1129176906
McMULLEN    0.002175437 0.15219499 1.101379e-01 0.266486530 3.892621e-01 0.0053876990
MARTINEAU   0.404013915 0.11654676 5.694575e-02 0.009826320 3.552552e-01 0.0147210347
HERNU       0.399282749 0.15506199 2.731529e-03 0.088699901 1.793538e-03 0.0212478795
BARRAS      0.616241975 0.03330700 8.478249e-02 0.010239088 1.070152e-02 0.0015944528
NOOL        0.489872515 0.15711146 2.342405e-02 0.153694675 1.288433e-01 0.0157010551
BOURGUIGNON 0.859698130 0.07045912 4.446015e-06 0.019618511 7.753120e-03 0.0002967459
Sebrle      0.675380606 0.08395940 1.596674e-01 0.037079012 3.558507e-05 0.0003886276
Clay        0.687592867 0.16475409 2.391051e-02 0.006274965 2.025440e-02 0.0377627839
Karpov      0.783666922 0.03014772 4.873187e-02 0.004644764 3.007790e-02 0.0051379747
Macey       0.363436037 0.45308203 1.020057e-01 0.036362957 4.952707e-09 0.0041397727
Warners     0.255651956 0.01055582 5.311341e-01 0.138081100 2.182965e-04 0.0411689767
Zsivoczky   0.045053176 0.17401353 6.051030e-01 0.006921739 3.361236e-02 0.0026253777
Hernu       0.024824321 0.44184663 9.459148e-03 0.234196727 1.545686e-01 0.0357707217
Bernard     0.289347476 0.33813318 1.069834e-01 0.085980212 1.144234e-01 0.0166586433
Schwarzl    0.116721435 0.10030142 2.506043e-01 0.198892209 1.929118e-02 0.1098063093
Pogorelov   0.007803472 0.12591966 1.504272e-02 0.312101619 3.848427e-05 0.4314162233
Schoenbeck  0.067070098 0.46204603 2.900467e-03 0.016987442 1.138116e-01 0.0071500829
Barras      0.018972684 0.12765099 1.411800e-01 0.066043061 1.156018e-01 0.2621297474
                   Dim.7        Dim.8        Dim.9       Dim.10
SEBRLE      8.907507e-03 3.890334e-04 8.954067e-02 0.0002206741
CLAY        3.536548e-03 2.972084e-02 2.820119e-04 0.0078471026
BERNARD     1.843634e-02 5.529104e-02 3.228572e-03 0.0010956493
YURKOV      1.341980e-02 1.681440e-03 1.525225e-03 0.0018217256
ZSIVOCZKY   1.096685e-03 5.764478e-03 3.852703e-02 0.0170924251
McMULLEN    3.540616e-02 1.329562e-02 1.726733e-03 0.0239268142
MARTINEAU   6.342774e-03 6.003515e-03 3.523552e-03 0.0268211980
HERNU       3.578167e-02 2.611676e-01 4.270425e-06 0.0342288717
BARRAS      9.126203e-03 9.118662e-02 8.766746e-02 0.0551531863
NOOL        1.798232e-02 1.193105e-02 8.514912e-04 0.0005881295
BOURGUIGNON 1.579887e-02 1.401866e-02 1.220108e-02 0.0001513277
Sebrle      5.854423e-06 5.303795e-05 4.069384e-02 0.0027366539
Clay        4.145976e-03 2.107924e-02 1.049876e-02 0.0237264222
Karpov      8.795817e-02 5.639959e-03 1.762907e-03 0.0022318265
Macey       7.712721e-03 1.403282e-02 1.442502e-02 0.0048028954
Warners     9.496848e-03 1.591742e-03 4.317040e-03 0.0077841113
Zsivoczky   3.227467e-04 5.865332e-02 6.956790e-02 0.0041268259
Hernu       6.383462e-02 1.988402e-02 1.455601e-03 0.0141595965
Bernard     2.046050e-02 5.883405e-06 1.209056e-02 0.0159167991
Schwarzl    7.403638e-02 1.092132e-01 1.616543e-05 0.0211173850
Pogorelov   1.043115e-01 2.404103e-04 2.893750e-03 0.0002322016
Schoenbeck  2.010275e-01 1.789520e-02 8.702893e-02 0.0240826922
Barras      1.698426e-01 2.540745e-02 1.988116e-03 0.0711836486

Plots of PCA

scatter plot of PCA
Individual PCA
Scatter plot
PCA Biplot

Impotance of PCA

PCA assists in the interpretation of data, however, it does not always identify the most relevant patterns. PCA is a technique for reducing the complexity of high-dimensional data while preserving trends and patterns. It accomplishes this by condensing the data into fewer dimensions that serve as feature summaries. In biology, high-dimensional data arises when several features, such as the expression of many genes, are assessed for each sample. When testing each feature for association with an outcome, this type of data offers three issues that PCA mitigates: computational expense and an increased error rate owing to multiple test corrections. PCA is a type of unsupervised learning that is similar to clustering in that it discovers patterns without considering whether the data are from distinct treatment groups or have phenotypic variations.PCA lowers data by geometrically projecting it onto smaller dimensions known as principal components (PCs), with the objective of obtaining the best summary of the data with the fewest possible PCs.

Drawbacks of Principal component analysis

  • A PCA doesn’t always work in the sense that a large number of original variables are reduced to a smaller number of transformed variables. If the original variables are uncorrelated then the analysis does absolutely nothing.
  • PCA is not based on any particular statistical model.
  • PCA doesn’t separate error terms from the system part.

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