BMconcor (version 2.0.0)

concors: simultaneous concorgm

Description

concorgm with the set of r solutions simultaneously optimized

Usage

concors(x, px, y, py, r)

Value

A list with following components:

u

a p times r matrix of axes in Rp relative to x; u^prime*u = Identity

v

a q times r matrix of ky row blocks vi (qi x r) of axes in Rqi relative to yi; vi^prime*vi = Identity

cov2

a ky times r matrix; each column k contains ky squared covariances \(\mbox{cov}(x*u[,k],y_i*v_i[,k])^2\), the partial measures of link

Arguments

x

are the n times p and n times q matrices of p and q centered column

px

A row vector which contains the numbers pi, i=1,...,kx, of the kx subsets xi of x : sum(pi)=sum(px)=p. px is the partition vector of x

y

See x

py

The partition vector of y. A row vector containing the numbers qi for i = 1,...,ky of the ky subsets yi of y : sum(qi)=sum(py)=q.

r

The number of wanted successive solutions rmax <= min(min(px),min(py),n)

Author

Lafosse, R.

Details

This function uses the svdbips function

References

Lafosse R. & Hanafi M.(1997) Concordance d'un tableau avec K tableaux: Definition de K+1 uples synthetiques. Revue de Statistique Appliquee vol.45,n.4.

Examples

x <- matrix(runif(50),10,5);y <- matrix(runif(90),10,9)
x <- scale(x);y <- scale(y)
cs <- concors(x,c(2,3),y,c(3,2,4),2)
cs$cov2[1,1,]