RemoveSize function

Remove Size Variation

Removes first principal component effect in a covariance matrix.

RemoveSize(cov.matrix)

Arguments

• cov.matrix: Covariance matrix

Returns

Altered covariance matrix with no variation on former first principal component

Details

Function sets the first eigenvalue to zero.

Examples

cov.matrix <- RandomMatrix(10, 1, 1, 10)
no.size.cov.matrix <- RemoveSize(cov.matrix)
eigen(cov.matrix)
eigen(no.size.cov.matrix)

Author(s)

Diogo Melo, Guilherme Garcia