Provides the L2-norm projection of points on a subspace, including both scores and reconstructions.
l2projection(X, loadings)
'l2projection' returns a list containing the following components:
the matrix of projected points
the matrix of projected points in terms of the original coordinates (reconstructions)
data, in matrix
or table form
an orthonormal matrix of loadings vectors
The scores and reconstructions are calculated by solving a linear program.