[Scikit-learn-general] Percentage variance explained by PLS regression

[Kirstie Whitaker]

Hi everyone,

Firstly thank you for the wonderful tools provided by Scikit learn.

I'm running PLS regression (
http://scikit-learn.org/stable/modules/generated/sklearn.cross_decomposition.PLSRegression.html)
and was wondering if there was a way to report the percentage variance
explained by each component in X and Y?

Specifically I'm looking to recreate the PCTVAR output from matlab's
function as documented here:
http://uk.mathworks.com/help/stats/plsregress.html

Many apologies if this has already been asked (I'm brand new to the mailing
list).

Thank you!
Kx
--
Kirstie Whitaker, PhD
Research Associate

Department of Psychiatry
University of Cambridge

*Mailing Address*
Brain Mapping Unit
Department of Psychiatry
Sir William Hardy Building
Downing Street
Cambridge CB2 3EB

*Phone: *[phone]
*Website:* www.kirstiewhitaker.com