Description Usage Arguments Value References Examples

View source: R/bootstrap_functions.R

Let *B* be the number of bootstrap samples, indexed by *b=1,2,...B*.
`As2Vs`

is a simple function converts the list of principal component (PC) matrices for the bootstrap scores to a list of principal component matrices on the original high dimensional space. Both of these lists, the input and the output of `As2Vs`

, are indexed by *b*.

1 |

`AsByB` |
a list of the PCs matrices for each bootstrap sample, indexed by |

`V` |
a tall ( |

`pattern` |
if |

`...` |
passed to |

a `B`

-length list of (`p`

by `K`

) PC matrices on the original sample coordinate space (denoted here as *V^b*). This is achieved by the matrix multiplication *V^b=VA^b*. Note that here, *V^b* denotes the *b^{th}* bootstrap PC matrix, not *V* raised to the power *b*. This notation is the same as the notation used in (Fisher et al., 2014).

Aaron Fisher, Brian Caffo, and Vadim Zipunnikov. *Fast, Exact Bootstrap Principal Component Analysis for p>1 million*. 2014. http://arxiv.org/abs/1405.0922

1 2 3 4 5 6 7 8 9 10 11 12 | ```
#use small n, small B, for a quick illustration
set.seed(0)
Y<-simEEG(n=100, centered=TRUE, wide=TRUE)
svdY<-fastSVD(Y)
DUt<- tcrossprod(diag(svdY$d),svdY$u)
bInds<-genBootIndeces(B=50,n=dim(DUt)[2])
bootSVD_LD_output<-bootSVD_LD(DUt=DUt,bInds=bInds,K=3,verbose=interactive())
Vs<-As2Vs(As=bootSVD_LD_output$As,V=svdY$v)
# Yields the high dimensional bootstrap PCs (left singular
# vectors of the bootstrap sample Y),
# indexed by b = 1,2...B, where B is the number of bootstrap samples
``` |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.