Internal: Scale weights

Source: R/helper_estimators_weights.R

Scale weights such that the formed composite has unit variance.

scaleWeights(
  .S = args_default()$.S, 
  .W = args_default()$.W
  )

Arguments

.S

The (K x K) empirical indicator correlation matrix.

.W

A (J x K) matrix of weights.

Value

The (J x K) matrix of scaled weights.