corcomp: Covariance and Correlation Matrix of Components P on S

In sca: Simple Component Analysis

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 \times b.

Value

a square b \times b matrix.

Author(s)

Valentin Rousson [e-mail] and Martin Maechler [e-mail].

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 June 22, 2024, 7:34 p.m.