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tylermcinnes committed May 9, 2024
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Expand Up @@ -302,7 +302,7 @@ To choose the elbow point in our scree plot, we can use the following:

##### Permutation

We do not demonstrate this method, as it is more code intensive. The idea is to permute (or “shuffle”) a subset of the data, rerun the PCA and calculate the percentage of variance explained by each PC on this “random” dataset. We can then compare the observed variance explained in the original data with this null or random expectation and determine a cutoff where the observed variance explained drops to similar values as the variance explained in the shuffled data.
We do not demonstrate this method, as it is more code intensive. The idea is to permute (or “shuffle”) a subset of the data, rerun the PCA and calculate the percentage of variance explained by each PC on this “random” dataset. We can then compare the observed variance explained in the original data with this null or random expectation and determine a cutoff where the observed variance explained drops to similar values as the variance explained in the shuffled data.

<center>![image](../r_images/featureselect-permutation.png){width="500"}</center>
<center><small>In this example (which is for illustration only) we may define a threshold at PC8, since after that the variance explained in the observed data drops below the levels in the permuted (randomised) data.</small>
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