| orthogonality_violation | R Documentation |
Computes the orthogonality constraint violation defined as the distance (infinity norm) between U^\top U and the identity matrix.
orthogonality_violation(U)
U |
A matrix. Each column correspond to an p-dimensional PC. |
A float.
library(datasets)
TestMat <- cor(datasets::mtcars)
mspcares <- mspca(TestMat, 2, c(4,4))
orthogonality_violation(mspcares$x_best)
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