shrinkdiff: Shrink Component Towards a Simple Difference-Component in SCA

View source: R/sca.R

shrinkdiffR Documentation

Shrink Component Towards a Simple Difference-Component in SCA

Description

Shrinks a (principal) component towards a simple difference-component in sca.

Usage

shrinkdiff(zcomp, S, P, criterion)

Arguments

zcomp

a component vector to be simplified.

S

correlation/covariance matrix

P

component matrix

criterion

character string specifying the optimality criterion, see sccrit for details.

Value

a list with the components

scompmax

a new simple component vector, typically result of simpvector.

critmax

the (optimal) value of the criterion, achieved for scompmax.

See Also

sca, also for references


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

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