Explained variance of a principal component
= Explained variance of a principal component
{title2=$\lambda_j/\operatorname{tr}\Sigma$}
A <population principal component> explains the displayed fraction of total <variance>. The first $q$ components explain $\sum_{j\le q}\lambda_j/\sum_j\lambda_j$. Comparing covariance and correlation analyses requires different denominators: the original <variance> sum for the former and the number of nonconstant standardized variables for the latter.