firstpcres | R Documentation |
Return the first principal component of residuals of S
given
the components P
.
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
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