rotationmat.maxcor: Maximum correlation rotation matrix
In tpepler/cpc: Common principal component (CPC) analysis and applications
View source: R/rotationmat.maxcor.R
rotationmat.maxcor R Documentation
Maximum correlation rotation matrix
Description
Finds a rotation matrix with maximum correlation between the variables.
Usage
rotationmat.maxcor(p)
Arguments
p
Number of variables (rows/columns) required for the rotation matrix.
Details
Finding rotation matrices (approximately) maximising the correlations between the variables can be useful in some simulation study settings, for example when the purpose is to study the effect of high correlations on the performance of some statistical method.
Value
Returns the p x p square rotation matrix.
Author(s)
Theo Pepler
References
Pepler, P.T. (2014). The identification and application of common principal components. PhD dissertation in the Department of Statistics and Actuarial Science, Stellenbosch University.
Examples
rotationmat.maxcor(p = 5)
tpepler/cpc documentation built on July 7, 2022, 2:13 a.m.
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View source: R/rotationmat.maxcor.R
| rotationmat.maxcor | R Documentation |
Maximum correlation rotation matrix
Description
Finds a rotation matrix with maximum correlation between the variables.
Usage
rotationmat.maxcor(p)
Arguments
p |
Number of variables (rows/columns) required for the rotation matrix. |
Details
Finding rotation matrices (approximately) maximising the correlations between the variables can be useful in some simulation study settings, for example when the purpose is to study the effect of high correlations on the performance of some statistical method.
Value
Returns the p x p square rotation matrix.
Author(s)
Theo Pepler
References
Pepler, P.T. (2014). The identification and application of common principal components. PhD dissertation in the Department of Statistics and Actuarial Science, Stellenbosch University.
Examples
rotationmat.maxcor(p = 5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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