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 0.8-5 Index]