R/tam_ginv.R

In TAM: Test Analysis Modules

## File Name: tam_ginv.R
## File Version: 0.06

# covariance stabilization in TAM using generalized inverse,
# see also ginv function from MASS package
tam_ginv <- function(x, eps=.05)
{
    svd_var <- svd(x)
    d0 <- d <- svd_var$d
    ind <- which( d < eps)
    variance <- x
    if (length(ind)>0){
        d[ ind ] <- eps
        d <- d / sum(d) * sum(d0)
        variance <- svd_var$u %*% diag(d) %*% t( svd_var$v  )
    }
    return(variance)
}