Re: [R] Orthogonalization with different inner products

2010-11-04 Thread Michael Friendly
See gsorth() in the heplots package. On 11/3/2010 1:55 PM, adet...@uw.edu wrote: Suppose one wanted to consider random variables X_1,...X_n and from each subtract off the piece which is correlated with the previous variables in the list. i.e. make new variables Z_i so that Z_1=X_1 and Z_i=X_i-

Re: [R] Orthogonalization with different inner products

2010-11-03 Thread adet...@uw.edu
Suppose one wanted to consider random variables X_1,...X_n and from each subtract off the piece which is correlated with the previous variables in the list. i.e. make new variables Z_i so that Z_1=X_1 and Z_i=X_i-cov(X_i,Z_1)Z_1/var(Z_1)-...- cov(X_i,Z__{i-1})Z__{i-1}/var(Z_{i-1}) I have code