nextdiff: Compute the Next Simple Difference-Component for SCA

In sca: Simple Component Analysis

Compute the Next Simple Difference-Component for SCA

Description

Compute the next simple difference-component; this is an auxiliary function for sca.

Usage

nextdiff(S, P, withinblock, criterion)

Arguments

S	correlation/covariance matrix
P	component matrix
withinblock	logical indicating whether any given difference-component should only involve variables belonging to the same block-component.
criterion	character string specifying the optimality criterion, see sccrit for details.

Details

Uses firstpcres(S,P) and subsequently shrinkdiff(), the latter in a loop when withinblock is true.

In order to ensure uniqueness, we ensure that the first (non zero) entry of the principal component is always positive.

Value

a list with components

P	the new component matrix, i.e. the input P with one new column appended.
nextpc	the next principal component with many entries set to 0.

Author(s)

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

See Also

shrinkdiff; sca, also for references

sca documentation built on Jan. 14, 2023, 5:07 p.m.