Covariance and Correlation Matrix of Components P on S

Return the first principal component of residuals of `S`

given
the components `P`

.

1 | ```
firstpcres(S, P)
``` |

`S` |
correlation/covariance matrix |

`P` |
component matrix |

numeric vector; actually, the first eigenvector of
*S - A' (A P)^(-1) A* where *A := P' S*.

`sca`

, also for references

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.