> t2 <- y %*% u1
> for (i in 1:7) {
+ t2[, i] <- t2[, i]/sqrt((eigen(X1)$values[i]))
+ }
> t2[, 1:6]
[,1] [,2] [,3] [,4] [,5] [,6]
MA2 -0.2079395 0.15271493 -0.474731503 -0.3443228 -0.03508016 -0.25069072
EM2 -0.2202730 -0.03833216 -0.092547949 -0.3609908 -0.12751513 0.62140992
CA2 -0.2940033 -0.16502413 -0.264787773 0.2122301 0.70461162 0.04043664
MA3 -0.2230495 0.26402657 -0.209010156 -0.1819590 -0.03332130 0.19897205
EM3 -0.2248963 0.19011088 -0.058384161 -0.2373929 0.20213231 0.17329765
CA3 -0.3483473 -0.41212963 -0.180113734 0.3157197 0.11037028 -0.06505336
MA4 -0.2469810 0.36544361 -0.004663459 0.1610017 -0.17306485 -0.06621540
EM4 -0.2780885 0.14568799 -0.092310321 -0.1235053 -0.06710894 -0.19207224
CA4 -0.3454264 -0.44571719 -0.149146527 0.1966490 -0.60617001 0.07431698
MA5 -0.2859014 0.47049301 0.029787315 0.3689016 -0.12761532 -0.29321003
EM5 -0.3193368 0.17993222 0.523470683 0.2662707 0.08659110 0.41859643
CA5 -0.3984468 -0.25513862 0.557423475 -0.4796958 0.07874982 -0.40929272
> u2[, 1:6]
[,1] [,2] [,3] [,4] [,5] [,6]
[1,] -0.2079395 -0.15271493 0.474731503 -0.3443228 -0.03508016 -0.25069072
[2,] -0.2202730 0.03833216 0.092547949 -0.3609908 -0.12751513 0.62140992
[3,] -0.2940033 0.16502413 0.264787773 0.2122301 0.70461162 0.04043664
[4,] -0.2230495 -0.26402657 0.209010156 -0.1819590 -0.03332130 0.19897205
[5,] -0.2248963 -0.19011088 0.058384161 -0.2373929 0.20213231 0.17329765
[6,] -0.3483473 0.41212963 0.180113734 0.3157197 0.11037028 -0.06505336
[7,] -0.2469810 -0.36544361 0.004663459 0.1610017 -0.17306485 -0.06621540
[8,] -0.2780885 -0.14568799 0.092310321 -0.1235053 -0.06710894 -0.19207224
[9,] -0.3454264 0.44571719 0.149146527 0.1966490 -0.60617001 0.07431698
[10,] -0.2859014 -0.47049301 -0.029787315 0.3689016 -0.12761532 -0.29321003
[11,] -0.3193368 -0.17993222 -0.523470683 0.2662707 0.08659110 0.41859643
[12,] -0.3984468 0.25513862 -0.557423475 -0.4796958 0.07874982 -0.40929272 |