firstpcres: First Principal Component of Residuals given Components

Description

Return the first principal component of residuals of S given the components P.

Usage

1
firstpcres(S, P)

Arguments

S

correlation/covariance matrix

P

component matrix

Value

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

See Also

sca, also for references


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