Compute the next simple difference-component; this is an auxiliary
function for sca.
nextdiff(S, P, withinblock, criterion)a list with components
the new component matrix, i.e. the input P with one
new column appended.
the next principal component with many entries set to 0.
correlation/covariance matrix
component matrix
logical indicating whether any given difference-component should only involve variables belonging to the same block-component.
character string specifying the optimality criterion,
see sccrit for details.
Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler maechler@stat.math.ethz.ch.
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.
shrinkdiff; sca, also for references