vvtz {plsdof} | R Documentation |
This function computes the projection operator
P_V z= V V^\top z
vvtz(v, z)
v |
orthonormal basis of the space on which |
z |
vector that is projected onto the columns of |
The above formula is only valid if the columns of v
are normalized
and mutually orthogonal.
value of the projection operator
Nicole Kraemer
# generate random orthogonal vectors
X<-matrix(rnorm(10*100),ncol=10) # random data
S<-cor(X) # correlation matrix of data
v<-eigen(S)$vectors[,1:3] # first three eigenvectors of correlation matrix
z<-rnorm(10) # random vector z
projection.z<-vvtz(v,z)