corcomp: Covariance and Correlation Matrix of Components P on S
In sca: Simple Component Analysis
corcomp R Documentation
Covariance and Correlation Matrix of Components P on S
Description
covcomp returns the variance-covariance matrix of the
components P on S, and corcomp returns the correlation matrix.
Usage
corcomp(S, P)
covcomp(S, P)
Arguments
S
correlation/covariance matrix of the p original variables.
P
component matrix of dimension p x b.
Value
a square b x b matrix.
Author(s)
Valentin Rousson rousson@ifspm.unizh.ch and
Martin Maechler maechler@stat.math.ethz.ch.
See Also
sca, also for references
Examples
data(USJudgeRatings)
S.jr <- cor(USJudgeRatings)
sca.jr <- sca(S.jr, b=4, inter=FALSE)
Vr <- covcomp(S.jr, P = sca.jr$simplemat)
Vr
Cr <- corcomp(S.jr, P = sca.jr$simplemat)
Cr
sca documentation built on Jan. 14, 2023, 5:07 p.m.
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| corcomp | R Documentation |
Covariance and Correlation Matrix of Components P on S
Description
covcomp returns the variance-covariance matrix of the
components P on S, and corcomp returns the correlation matrix.
Usage
corcomp(S, P) covcomp(S, P)
Arguments
S |
correlation/covariance matrix of the p original variables. |
P |
component matrix of dimension p x b. |
Value
a square b x b matrix.
Author(s)
Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler maechler@stat.math.ethz.ch.
See Also
sca, also for references
Examples
data(USJudgeRatings) S.jr <- cor(USJudgeRatings) sca.jr <- sca(S.jr, b=4, inter=FALSE) Vr <- covcomp(S.jr, P = sca.jr$simplemat) Vr Cr <- corcomp(S.jr, P = sca.jr$simplemat) Cr
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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