generateRP: Generation of random matrices

Description Usage Arguments Value Examples

Description

This function generates B random matrices of dimension p by d by using the Haar measure.

Usage

1
generateRP(p, d, B)

Arguments

p

The original number of variables.

d

The reduced dimension.

B

The number of projections.

Value

A single matrix of dimension p by d*B containing B random matrices of dimension p by d.

Examples

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R<-generateRP(p=100,d=2,B=10)
dim(R)

RPEClust documentation built on Nov. 6, 2019, 5:08 p.m.