concors: "simultaneous concorgm"
In concor: Concordance

Description Usage Arguments Details Value References Examples

concorgm with the set of r solutions simultaneously optimized

1	concors(x,px,y,py,r)

`x`	is a n x p matrix of p centered variables
`y`	is a n x q matrix of q centered variables
`px`	is a row vector which contains the numbers pi, i=1,...,kx, of the kx subsets xi of x : ∑_i p_i=sum(px)=p. px is the partition vector of x
`py`	is the partition vector of y with ky subsets yj, j=1,...,ky
`r`	is the wanted number of successive solutions rmax <= min(min(px),min(py),n)

This function uses the svdbips function

list with following components

`u`	is a p x r matrix of kx row blocks ui (pi x r), the orthonormed partial axes of xi; associated partial components: xi*ui
`v`	is a q x r matrix of ky row blocks vj (qj x r), the orthonormed partial axes of yj; associated partial components: yj*vj
`cov2`	is a kx x ky x r array; for r fixed to k, the matrix contains kxky squared covariances \mbox{cov}(x_iu_i[,k],y_jv_j[,k])^2, the partial links between xi and yj measured with the solution k

See svdbips

x<-matrix(runif(50),10,5);y<-matrix(runif(90),10,9)
x<-scale(x);y<-scale(y)
cs<-concors(x,c(2,3),y,c(3,2,4),2)
diag(t(x[,1:2]%*%cs$u[1:2,])%*%y[,1:3]%*%cs$v[1:3,]/10)^2
cs$cov2[1,1,]