Enter eigenvalues or explained variance percentages quickly. Measure cumulative coverage, thresholds, and retained information instantly. Find the smallest component set for stable decisions fast.
Enter eigenvalues or explained variance percentages. The calculator can sort values, normalize percentages, and report the smallest set meeting your target.
This sample uses PCA eigenvalues already arranged from largest to smallest.
| Component | Eigenvalue | Explained Variance % | Cumulative Variance % |
|---|---|---|---|
| PC 1 | 4.20 | 46.67 | 46.67 |
| PC 2 | 2.10 | 23.33 | 70.00 |
| PC 3 | 1.10 | 12.22 | 82.22 |
| PC 4 | 0.80 | 8.89 | 91.11 |
| PC 5 | 0.50 | 5.56 | 96.67 |
| PC 6 | 0.30 | 3.33 | 100.00 |
In this example, four components retain 91.11% of the total variance, so a 90% target would keep the first four components.
Explained Variance Ratio(i) = Value(i) / Sum of All Component Values
Explained Variance %(i) = Explained Variance Ratio(i) × 100
Cumulative Variance %(k) = Sum of Explained Variance % from component 1 to k
Find the first k where Cumulative Variance %(k) ≥ Target Threshold %
Cumulative variance shows how much total dataset variation is preserved when you keep the first several principal components together. It helps decide a reduced dimension count.
Use eigenvalues when your PCA output lists raw component strengths. Use percentages when your software already reports explained variance by component.
PCA components are commonly ranked by variance contribution. Sorting descending makes cumulative variance interpretation easier and matches standard PCA reporting practice.
Common thresholds are 80%, 90%, and 95%. A higher threshold keeps more information but also keeps more dimensions and model complexity.
Rounded explained variance percentages often sum to slightly less or more than 100. Normalization prevents cumulative totals from drifting and keeps the final value exactly consistent.
The Kaiser rule counts components with eigenvalues above 1. It is a quick screening rule, not a universal decision standard.
No. It is best used alongside a scree plot, domain knowledge, and downstream model testing. Cumulative variance is only one dimension-reduction decision aid.
Not always. Retaining more variance can preserve noise and extra complexity. Good PCA selection balances information retention, interpretability, and model performance.
Important Note: All the Calculators listed in this site are for educational purpose only and we do not guarentee the accuracy of results. Please do consult with other sources as well.