Keller

Keller's method is based on iterated eigenvalue decompositions that are used to adjust the diagonal of the correlation matrix.

array

Routines for the graphical representation of correlation matrices by means of correlograms, MDS maps and biplots obtained by PCA, PFA or WALS (weighted alternating least squares); See Graffelman & De Leeuw (2023) <doi: 10.1080/00031305.2023.2186952>.

Jan Graffelman

Correlplot

A Collection of Functions for Graphing Correlation Matrices

Jan De Leeuw

Keller function

<dl> <dt>R</dt>
<dd>A correlation matrix</dd> <dt>eps</dt>
<dd>Numerical criterion for convergence (default <code>eps=1e-06)</code></dd> <dt>nd</dt>
<dd>Number of dimensions used in the spectral decomposition (default <code>nd=2</code>)</dd> <dt>itmax</dt>
<dd>The maximum number of iterations</dd></dl>

Arguments

Jan Graffelman (jan.graffelman@upc.edu)

Author

Program Keller calculates a rank p approximation to a correlation matrix according to Keller's method. — Keller

<dl>

 <dt>R</dt>
<dd>A correlation matrix</dd>

 <dt>eps</dt>
<dd>Numerical criterion for convergence (default <code>eps=1e-06)</code></dd>

 <dt>nd</dt>
<dd>Number of dimensions used in the spectral decomposition (default <code>nd=2</code>)</dd>

 <dt>itmax</dt>
<dd>The maximum number of iterations</dd>

</dl>

Keller: Program `Keller` calculates a rank p approximation to a correlation matrix according to Keller's method.

Description

Usage

Value

Arguments

Author

References

See Also

Examples