project.Fantope: Project onto the Fantope

Description Usage Arguments Value

View source: R/convexLogisticPCA.R

Description

Project a symmetric matrix onto the convex set of the rank k Fantope

Usage

1

Arguments

x

a symmetric matrix

k

the rank of the Fantope desired

Value

H

a rank k Fantope matrix

U

a k-dimentional orthonormal matrix with the first k eigenvectors of H


logisticPCA documentation built on May 1, 2019, 10:12 p.m.