A DISCO-SCA procedure for identifying common and distinctive components. The code is adapted from the orphaned RegularizedSCA package by Zhengguo Gu.
Value
- Trot_best
Estimated component score matrix (i.e., T)
- Prot_best
Estimated component loading matrix (i.e., P)
- comdist
A matrix representing common distinctive components. (Rows are data blocks and columns are components.) 0 in the matrix indicating that the corresponding component of that block is estimated to be zeros, and 1 indicates that (at least one component loading in) the corresponding component of that block is not zero. Thus, if a column in the
comdist
matrix contains only 1's, then this column is a common component, otherwise distinctive component.- propExp_component
Proportion of variance per component.