| nextdiff {sca} | R Documentation |
Compute the Next Simple Difference-Component for SCA
Description
Compute the next simple difference-component; this is an auxiliary
function for sca.
Usage
nextdiff(S, P, withinblock, criterion)
Arguments
S |
correlation/covariance matrix |
P |
component matrix |
withinblock |
logical indicating whether any given difference-component should only involve variables belonging to the same block-component. |
criterion |
character string specifying the optimality criterion,
see |
Details
Uses firstpcres(S,P) and subsequently
shrinkdiff(), the latter in a loop when
withinblock is true.
In order to ensure uniqueness, we ensure that the first (non zero) entry of the principal component is always positive.
Value
a list with components
P |
the new component matrix, i.e. the input |
nextpc |
the next principal component with many entries set to 0. |
Author(s)
Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler maechler@stat.math.ethz.ch.
See Also
shrinkdiff; sca, also for references