scaleWeights: Internal: Scale weights
Description
Scale weights such that the formed composite has unit variance.
Usage
scaleWeights(
.S = args_default()$.S,
.W = args_default()$.W
)
Arguments
.S
The (K x K) empirical indicator correlation matrix.
.W
A (J x K) matrix of weights.
Value
The (J x K) matrix of scaled weights.