pca.weight: Weights based on PCA

In mdw: Maximum Diversity Weighting

Weights based on PCA

Description

pca.weight produce the coefficients of the first principal compoment

Usage

pca.weight(emp.cor)

Arguments

emp.cor

empirical correlation matrix of the dataset

Examples

library(MASS)
# a three biomarkers dataset generated from independent normal(0,1)
X = mvrnorm(n = 100, mu=rep(0,3), Sigma=diag(3), tol = 1e-6, empirical = FALSE, EISPACK = FALSE)
emp.cor <- cor(X)
pca.weight(emp.cor)

mdw documentation built on Sept. 11, 2024, 7:07 p.m.