Description Usage Arguments Author(s) See Also
This is mostly for use in SQUAREM.
1 | pcaruv2_obj(sig_lambda, r1, r2, n, vr)
|
sig_lambda |
A vector. All but the first elements are the current values of Sigma. The last element is the current value of lambda. |
r1 |
The sum of squares of the first vr columns of the residuals. |
r2 |
The sum of squares of the last n - vr columns of the residuals. |
n |
The number of samples. |
vr |
The number of columns where variance inflation is in effect. |
David Gerard
pca_ruv2
pcaruv2_fix
for the
fixed point iteration that maximizes this objective function.
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