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.
removePrincipalComponents(x, n)Input data, a numeric matrix. All entries must be non-missing and finite.
Number of principal components to remove. This must be smaller than the smaller of the number of rows and
columns in x.
A matrix of residuals of the same dimensions as x.
svd for singular value decomposition,
lm for linear regression