decompbaseortho: Gram-Schmidt algorithm

In mht: Multiple Hypothesis Testing for Variable Selection in High-Dimensional Linear Models

Description

Orthonormalization of an input matrix with the Gram-Schmidt algorithm.

Usage

decompbaseortho(data)

Arguments

data	Input matrix of dimension n * p; each column is a variable.

Details

Performs an orthonormalization of the input matrix, recording the columns that are linear combination of the previous ones.

Value

U	The orthonormal basis obtained from data.
nonind	Set of variables with no contribution.
trueind	Set of variables with contribution.
rank	Rank of the input matrix, calculated with the function rankMatrix .

Examples

## Not run: 
x1=rnorm(100)
x2=rnorm(100)
x3=cbind(x1,x2,x1+x2)

dec=decompbaseortho(x3)
dec$nonind
dec$trueind
dec$rank

## End(Not run)

mht documentation built on May 2, 2019, 11:49 a.m.