Remove Size Variation

Description

Removes first principal component effect in a covariance matrix.

Usage

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RemoveSize(cov.matrix)

Arguments

cov.matrix

Covariance matrix

Details

Function sets the first eigen value to zero.

Value

Altered covariance matrix with no variation on former first principal component

Author(s)

Diogo Melo, Guilherme Garcia

Examples

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cov.matrix <- RandomMatrix(10, 1, 1, 10)
no.size.cov.matrix <- RemoveSize(cov.matrix)
eigen(cov.matrix)
eigen(no.size.cov.matrix)

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