shrinkdiff

Shrinks a (principal) component towards a simple difference-component
 in <code>sca</code>.

multivariate

Simple Component Analysis (SCA) often provides much more
interpretable components than Principal Components (PCA) while still
representing much of the variability in the data.

Martin Maechler

Simple Component Analysis

shrinkdiff function

<dl> <dt>zcomp</dt>
<dd>a component vector to be simplified.</dd> <dt>S</dt>
<dd>correlation/covariance matrix</dd> <dt>P</dt>
<dd>component matrix</dd> <dt>criterion</dt>
<dd>character string specifying the optimality criterion,
 see <code>sccrit</code> for details.</dd></dl>

Arguments

Shrink Component Towards a Simple Difference-Component in SCA — shrinkdiff

<dl>

 <dt>zcomp</dt>
<dd>a component vector to be simplified.</dd>

 <dt>S</dt>
<dd>correlation/covariance matrix</dd>

 <dt>P</dt>
<dd>component matrix</dd>

 <dt>criterion</dt>
<dd>character string specifying the optimality criterion,
 see <code>sccrit</code> for details.</dd>

</dl>

shrinkdiff: Shrink Component Towards a Simple Difference-Component in SCA

Description

Usage

Value

Arguments

See Also