shrinkdiff: Shrink Component Towards a Simple Difference-Component in SCA
Description
Shrinks a (principal) component towards a simple difference-component
in sca.
Usage
shrinkdiff(zcomp, S, P, criterion)
Arguments
zcomp
a component vector to be simplified.
S
correlation/covariance matrix
criterion
character string specifying the optimality criterion,
see sccrit for details. Value
a list with the components
- scompmax
- a new simple component vector, typically result of
simpvector. - critmax
- the (optimal) value of the criterion, achieved for
scompmax.
See Also
sca, also for references