get_joint_scores_robustH: Computes the joint scores.

Description Usage Arguments

View source: R/Rajive.R

Description

Estimate the joint rank with the wedin bound, compute the signal scores SVD, double check each joint component.

Usage

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get_joint_scores_robustH(
  blocks,
  block_svd,
  initial_signal_ranks,
  sv_thresholds,
  n_wedin_samples = 1000,
  n_rand_dir_samples = 1000,
  joint_rank = NA
)

Arguments

blocks

List. A list of the data matrices.

block_svd

List. The SVD of the data blocks.

initial_signal_ranks

Numeric vector. Initial signal ranks estimates.

sv_thresholds

Numeric vector. The singular value thresholds from the initial signal rank estimates.

n_wedin_samples

Integer. Number of wedin bound samples to draw for each data matrix.

n_rand_dir_samples

Integer. Number of random direction bound samples to draw.

joint_rank

Integer or NA. User specified joint_rank. If NA will be estimated from data.


RaJIVE documentation built on Feb. 4, 2021, 5:05 p.m.