Principal Component of Explained Variance
Principal Component of Explained Variance
Estimation of PCEV
pcev: A package for computing principal components of explained varian...
Constructor functions for the different pcev objects
Permutation p-value
Roy's largest root exact test
Wilks' lambda exact test
Principal component of explained variance (PCEV) is a statistical tool for the analysis of a multivariate response vector. It is a dimension- reduction technique, similar to Principal component analysis (PCA), that seeks to maximize the proportion of variance (in the response vector) being explained by a set of covariates.