get_Bhat_comp: Compute the components of the coefficient Bhat using SVD.
In rrda: Ridge Redundancy Analysis for High-Dimensional Omics Data

get_Bhat_comp

R Documentation

Compute the components of the coefficient Bhat using SVD.

Description

Compute the components of Bhat using SVD. In our formula, Bhat is stored as LeftBhatlambda_k (p times r matrix) and RightBhatlambda_k (q times r). Here, n is the number of samples, p is the number of variables of X, q is the number of variables of Y, and r is the specified rank in the Ridge Redundancy Analysis.

Usage

get_Bhat_comp(rsid2_1L, DUtY, nrank, tV)

Arguments

`rsid2_1L`	A numeric vector used for each lambda value.
`DUtY`	A numeric matrix (n times q).
`nrank`	A numeric vector indicating the rank(s) of Bhat.
`tV`	A numeric matrix.