Partial Inverse Projection for a regress Object — partial_inverse

This function computes a sub-block inversion of the regression coefficients, allowing you to focus on only certain columns (e.g. partial factors). If your coefficient matrix is not orthonormal or is not square, we use a pseudoinverse approach (via corpcor::pseudoinverse) to find a minimal-norm solution.

Usage

# S3 method for class 'regress'
partial_inverse_projection(x, colind, ...)

Arguments

x: A regress object (created by regress).
colind: A numeric vector specifying which columns of the factor space (i.e., the second dimension of x$coefficients) you want to invert. Typically these refer to a subset of canonical / PCA / PLS components.
...: Further arguments passed to or used by methods (not used here).

Value

A matrix of shape (length(colind) x nrow(x$coefficients)). When multiplied by partial factor scores (n x length(colind)), it yields an (n x nrow(x$coefficients)) reconstruction in the original domain.