Computes the individual matrix for a data block.
1 2 3 4 5 6 | get_individual_decomposition_robustH(
X,
joint_scores,
sv_threshold,
full = TRUE
)
|
X |
Matrix. The original data matrix. |
joint_scores |
Matrix. The basis of the joint space (dimension n x joint_rank). |
sv_threshold |
Numeric vector. The singular value thresholds from the initial signal rank estimates. |
full |
Boolean. Do we compute the full J, I matrices or just the SVD (set to FALSE to save memory). |
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