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 sccrit for details.

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 P with one new column appended.
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


[Package sca version 0.8-6 Index]