SVT: SVT

Description Usage Arguments Value Examples

View source: R/FastLORS_Functions.R

Description

SVT is a function to perform soft-thresholded singular value decomposition. It is used to get an initial estimate for L. Note: This function is adapted from the LORS MATLAB implementation

Usage

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SVT(Y, lambda)

Arguments

Y

gene expression matrix

lambda

a tuning parameter

Value

L the singular value decomposition of Y, soft-thresholded with lambda.

Examples

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##Example
set.seed(123)

Y <-matrix(rnorm(50*100, 7,1), nrow = 50, ncol = 100)
lambda <- runif(1,3,5)
SVT(Y, lambda)

jdrhyne2/FastLORS documentation built on March 5, 2020, 6:50 a.m.