shrinkdiff {sca}R Documentation

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


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