pdf("rpd2_13.pdf") X1 <- matrix( c(11.1,25.2,33.0,1576,12.6,26.0,48.2,1767, 9.3,27.3,27.3,1580,9.8,26.7,34.3,1578, 5.8,25.7,27.3,1222,12.1,28.3,20.4,1926),byrow=T,ncol=4) Xmn <- colMeans(X1) Xmeans <- rbind(t(Xmn),t(Xmn),t(Xmn),t(Xmn),t(Xmn),t(Xmn)) Xss <- c() for (i in 1:ncol(X1)) { Xss[i] <- (nrow(X1)-1)*var(X1[,i]) } Xsse <- rbind(t(Xss),t(Xss),t(Xss),t(Xss),t(Xss),t(Xss)) X <- (X1-Xmeans)/sqrt(Xsse) svdX <- svd(X) U <- svdX$u Z <- svdX$v lambdasr <- svdX$d Xchk <- U %*% diag(lambdasr) %*% t(Z) L <- diag(lambdasr *lambdasr) A1 <- lambdasr[1]*U[,1]%*%t(Z[,1]) gfA1X <- L[1,1]/sum(L) A2 <- lambdasr[2]*U[,2]%*%t(Z[,2]) A1A2 <- A1+A2 gfA1A2X <- (L[1,1]+L[2,2])/sum(L) A3 <- lambdasr[3]*U[,3]%*%t(Z[,3]) A1A2A3 <- A1+A2+A3 gfA1A2A3X <- (L[1,1]+L[2,2]+L[3,3])/sum(L) A4 <- lambdasr[4]*U[,4]%*%t(Z[,4]) A1A2A3A4 <- A1+A2+A3+A4 gfA1A2A3A4X <- (L[1,1]+L[2,2]+L[3,3]+L[4,4])/sum(L) X U lambdasr Z Xchk L A1 gfA1X A2 A1A2 gfA1A2X A3 A1A2A3 gfA1A2A3X A4 A1A2A3A4 gfA1A2A3A4X dev.off()