concors: "simultaneous concorgm"

In concor: Concordance

Description

concorgm with the set of r solutions simultaneously optimized

Usage

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

Arguments

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)

Details

This function uses the svdbips function

Value

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_i*u_i[,k],y_j*v_j[,k])^2, the partial links between xi and yj measured with the solution k

References

See svdbips

Examples

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,]

concor documentation built on May 2, 2019, 7:25 a.m.