TuneExplainedVarianceCor {fake} | R Documentation |
Tuning function (correlation)
Description
Computes the difference in absolute value between the desired and observed proportion of explained variance from the first Principal Component of a Principal Component Analysis applied on the correlation matrix. The precision matrix is obtained by adding u to the diagonal of a positive semidefinite matrix. This function is used to find the value of the constant u that generates a correlation matrix with desired proportion of explained variance.
Usage
TuneExplainedVarianceCor(u, ev_xx = NULL, omega)
Arguments
u |
constant u added to the diagonal of the precision matrix. |
ev_xx |
desired proportion of explained variance. If |
omega |
positive semidefinite precision matrix. |
Value
The absolute difference in proportion of explained variance (if
ev_xx
is provided) or observed proportion of explained variance (if
ev_xx=NULL
).