Description Usage Arguments Value Author(s) References
Standardised last principal angle between the subspaces generated by the columns of A and B.
1 | Angle(A, B)
|
A |
numerical matrix of size p by k |
B |
numerical matrix of size q by l |
Standardised last principal angle between A and B.
Tom Reynkens
Bjorck, A. and Golub, G. H. (1973), “Numerical Methods for Computing Angles Between Linear Subspaces,” Mathematics of Computation, 27, 579–594.
Hubert, M., Rousseeuw, P. J., and Vanden Branden, K. (2005), “ROBPCA: A New Approach to Robust Principal Component Analysis,” Technometrics, 47, 64–79.
Hubert, M., Reynkens, T., Schmitt, E. and Verdonck, T. (2016), “Sparse PCA for High-Dimensional Data With Outliers,” Technometrics, 58, 424–434.
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