sca (version 0.9-0)

nextdiff: Compute the Next Simple Difference-Component for SCA

Description

Compute the next simple difference-component; this is an auxiliary function for sca.

Usage

nextdiff(S, P, withinblock, criterion)

Arguments

S

correlation/covariance matrix

P

component matrix

withinblock

logical indicating whether any given difference-component should only involve variables belonging to the same block-component.

criterion

character string specifying the optimality criterion, see sccrit for details.

Value

a list with components

P

the new component matrix, i.e. the input P with one new column appended.

nextpc

the next principal component with many entries set to 0.

Details

Uses firstpcres(S,P) and subsequently shrinkdiff(), the latter in a loop when withinblock is true.

In order to ensure uniqueness, we ensure that the first (non zero) entry of the principal component is always positive.

See Also

shrinkdiff; sca, also for references