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A command to project the SSCP object onto the eigenspace of the Eigen object.
Transform the SSCP object as if it was calculated in a coordinate system given by the eigenvectors of the Eigen object. This can be done as follows:
| St = E′ S E, where |
where E′ is the transpose of the matrix with eigenvectors E, S is the square matrix with sums of squares and crossproducts, and St the newly created square matrix. The dimension of St may be smaller than the dimension of S.
© djmw 20020328