| pairwise_correlation | R Documentation |
Computes the pairwise correlations between PCs defined as u_{t}^\top C u_{s}.
pairwise_correlation(C, U)
C |
A matrix. The correlation or covariance matrix (p x p). |
U |
A matrix. Each column correspond to an p-dimensional PC. |
A float matrix (r x r).
library(datasets)
TestMat <- cor(datasets::mtcars)
mspcares <- mspca(TestMat, 2, c(4,4))
pairwise_correlation(TestMat, mspcares$x_best)
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