pcev: A package for computing principal components of explained variance.

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Description

PCEV is a statistical tool for the analysis of a mutivariate response vector. It is a dimension-reduction technique, similar to Principal Components Analysis (PCA), which seeks the maximize the proportion of variance (in the response vector) being explained by a set of covariates.

pcev functions

estimatePcev computePCEV PcevObj permutePval wilksPval roysPval