Lemma: Implements block-wise inverse
In selbouhaddani/PO2PLS: Probabilistic Two-Way Orthogonal Partial Least Squares

Lemma

R Documentation

Implements block-wise inverse

Internal use only

Lemma(X, SigmaZ, invZtilde, Gamma, sig2E, sig2F, p, q, r, rx, ry)

`X`	Concatenated data matrix
`SigmaZ`	Variance of Z
`invZtilde`	Inverse of Z_tilde
`Gamma`	Gamma
`sig2E`	Variance of E
`sig2F`	Variance of F
`p`	X dimensions
`q`	Y dimensions
`r`	Positive integer. Number of joint PLS components. Must be positive!
`rx`	Non-negative integer. Number of orthogonal components in `X`. Can be 0
`ry`	Non-negative integer. Number of orthogonal components in `Y`. Can be 0