shrinkdiff {sca}

Shrink Component Towards a Simple Difference-Component in SCA

Description

Shrinks a (principal) component towards a simple difference-component in sca.

Usage

shrinkdiff(zcomp, S, P, criterion)

Arguments

zcomp

a component vector to be simplified.

S

correlation/covariance matrix

P

component matrix

criterion

character string specifying the optimality criterion, see sccrit for details.

Value

a list with the components

scompmax

a new simple component vector, typically result of simpvector.

critmax

the (optimal) value of the criterion, achieved for scompmax.

See Also

sca, also for references