R/deflation.R

In ecamenen/r-rgcca: RGCCA and Sparse GCCA for multi-block data analysis

deflation <- function(X, y){
  # Computation of the residual matrix R
  # Computation of the vector p.
  # p <- t(X)%*%y/as.vector(crossprod(y))
  p <- apply(t(X),1,miscrossprod,y)/as.vector(crossprod(y))
  R <- X - y%*%t(p)
  return(list(p=p,R=R))
}