sca (version 0.9-0)

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)

Arguments

S

correlation/covariance matrix

P

component matrix

Value

numeric vector; actually, the first eigenvector of $S - A' (A P)^(-1) A$ where $A := P' S$.

See Also

sca, also for references