| concorgm | R Documentation | 
Analyzing a set of partial links between Xi and Yj, SUCCESSIVE SOLUTIONS
concorgm(x, px, y, py, r)
| x | are the  | 
| px | A row vector which contains the numbers pi, i=1,...,kx, of the kx subsets xi of x : sum(pi)=sum(px)=p. px is the partition vector of x | 
| y | See  | 
| py | The partition vector of y. A row vector containing the numbers  | 
| r | The number of wanted successive solutions rmax <= min(min(px),min(py),n) | 
The first solution calculates 1+kx normed vectors: the vector u[:,1] of Rp associated to the ky vectors vi[:,1]'s of Rqi,
by maximizing sum(cov((x)(u[,k]),(y_i)(v_i[,k]))^2), with 1+ky norm constraints on the axes.
A component (x)(u[,k]) is associated to ky partial components (yi)(vi)[,k] and to a global component y*V[,k].
cov((x)(u[,k]),(y)(V[,k]))^2 = sum(cov((x)(u[,k]),(y_i)(v_i[,k]))^2)(y)(V[,k]) is a global component of the components (yi)(vi[,k]).
The second solution is obtained from the same criterion, but after replacing each yi by y_i-(y_i)(v_i[,1])(v_i[,1]').
And so on for the successive solutions 1,2,...,r.  The biggest number of solutions may be r=inf(n, p, qi), when the (x')(yi')(s)
are supposed with full rank; then rmax=min(c(min(py),n,p)).  For a set of r solutions, the matrix u'X'YV is diagonal and the
matrices u'X'Yjvj are triangular (good partition of the link by the solutions).
concor.m is the svdcp.m function applied to the matrix x'y.
A list with following components:
| u | a  | 
| v | a  | 
| cov2 | a  | 
Lafosse, R.
Kissita, Cazes, Hanafi & Lafosse (2004) Deux methodes d'analyse factorielle du lien entre deux tableaux de variables partitionn?es. Revue de Statistique Appliqu?e, Vol 52, n. 3, 73-92.
x <- matrix(runif(50),10,5);y <- matrix(runif(90),10,9)
x <- scale(x);y <- scale(y)
cg <- concorgm(x,c(2,3),y,c(3,2,4),2)
cg$cov2[1,1,]
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