sk.decompose: make SVD as well as orthogonal complements

In SplitKnockoff: Split Knockoffs for Structural Sparsity

make SVD as well as orthogonal complements

Description

make SVD as well as orthogonal complements

Usage

sk.decompose(A, D)

Arguments

A	the input matrix
D	the linear transform

Value

U

S

V

U_perp: orthogonal complement for U

Examples

library(mvtnorm)
n = 350
p = 100
D <- diag(p)
Sigma = matrix(0, p, p)
X <- rmvnorm(n,matrix(0, p, 1), Sigma)
decompose.result <- sk.decompose(X, D)
U_perp <- decompose.result$U_perp

SplitKnockoff documentation built on Oct. 14, 2024, 5:09 p.m.