removePrincipalComponents: Remove leading principal components from data
Description
This function calculates a fixed number of the first principal components of the given data and returns the
residuals of a linear regression of each column on the principal components.
Usage
removePrincipalComponents(x, n)
Arguments
x
Input data, a numeric matrix. All entries must be non-missing and finite.
n
Number of principal components to remove. This must be smaller than the smaller of the number of rows and
columns in x.
Value
A matrix of residuals of the same dimensions as x.
See Also
svd for singular value decomposition,
lm for linear regression