corcomp                 package:sca                 R Documentation

_C_o_v_a_r_i_a_n_c_e _a_n_d _C_o_r_r_e_l_a_t_i_o_n _M_a_t_r_i_x _o_f _C_o_m_p_o_n_e_n_t_s _P _o_n _S

_D_e_s_c_r_i_p_t_i_o_n:

     'covcomp' returns the variance-covariance matrix of the components
     P on S, and 'corcomp' returns the correlation matrix.

_U_s_a_g_e:

     corcomp(S, P)
     covcomp(S, P)

_A_r_g_u_m_e_n_t_s:

       S: correlation/covariance matrix of the p original variables.

       P: component matrix of dimension p x b.

_V_a_l_u_e:

     a square b x b matrix.

_A_u_t_h_o_r(_s):

     Valentin Rousson rousson@ifspm.unizh.ch and Martin Maechler
     maechler@stat.math.ethz.ch.

_S_e_e _A_l_s_o:

     'sca', also for references

_E_x_a_m_p_l_e_s:

     data(USJudgeRatings)
     S.jr <- cor(USJudgeRatings)
     sca.jr <- sca(S.jr, b=4, inter=FALSE)
     Vr <- covcomp(S.jr, P = sca.jr$simplemat)
     Vr
     Cr <- corcomp(S.jr, P = sca.jr$simplemat)
     Cr

