RegSDCromm | R Documentation |
Implementation based on equations 11, 12 and 17 in the paper.
RegSDCromm(y, lambda = Inf, x = NULL, doSVD = FALSE, ensureIntercept = TRUE)
y |
Matrix of confidential variables |
lambda |
ROMM parameter |
x |
Matrix of non-confidential variables |
doSVD |
SVD when TRUE and QR when FALSE |
ensureIntercept |
Whether to ensure/include a constant term. Non-NULL x is subjected to |
doSVD has effect on decomposition of y.
The exact behaviour of the method depends on the choice of the decomposition method because of
the sequentially phenomenon mentioned in the paper.
The similarity to the original data will tend to be highest for the first component.
Input matrices are subjected to EnsureMatrix
.
Generated version of y
Øyvind Langsrud
x <- matrix(1:5, 5, 1) y <- matrix(rnorm(15) + 1:15, 5, 3) # Same as IPSO (RegSDCipso) RegSDCromm(y, Inf, x) # Close to IPSO RegSDCromm(y, 100, x) # Close to y RegSDCromm(y, 0.001, x)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.