firstpcres {sca} | R Documentation |
First Principal Component of Residuals given Components
Description
Return the first principal component of residuals of S
given
the components P
.
Usage
firstpcres(S, P)
Arguments
S |
correlation/covariance matrix |
P |
component matrix |
Value
numeric vector; actually, the first eigenvector of
S - A' (A P)^{-1} A
where A := P' S
.
See Also
sca
, also for references
[Package sca version 0.9-2 Index]