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sca (version 0.9-2)

firstpcres: First Principal Component of Residuals given Components

Description

Return the first principal component of residuals of S given the components P.

Usage

firstpcres(S, P)

Value

numeric vector; actually, the first eigenvector of

\(S - A' (A P)^{-1} A\) where \(A := P' S\).

Arguments

S

correlation/covariance matrix

P

component matrix

See Also

sca, also for references