convCheck.square

Wnew

Weight matrix from the previous iteration

Wold

Compares two weight matrices and returns the value of the square difference
convergence criterion.

matrixpls is implements Partial Least Squares Path Modeling
    algorithm and related algorithms. The algorithm implementations aim for
    computational efficiency using matrix algebra and covariance data. The
    package is designed toward Monte Carlo simulations and includes functions
    to perform simple Monte Carlo simulations.

convCheck.square: Squared difference convergence check criterion

Description

Usage

Arguments

Value

Details

See Also