View source: R/sparsePCA_helpers.R
eval_objective | R Documentation |
Objective function value for local sparse PCA
eval_objective(PC, eta, gamma, COVS)
PC |
vectorised component to evaluate. |
eta |
degree of sparsity. |
gamma |
distribution of sparsity between groupwise ( |
COVS |
list of covariance matrices used for PCA |
Returns value of the objective function for given v
.
S1 = matrix(c(1, 0.9, 0.8, 0.5,
0.9, 1.1, 0.7, 0.4,
0.8, 0.7, 1.5, 0.2,
0.5, 0.4, 0.2, 1), ncol = 4)
S2 = t(S1)%*% S1
S2 = S2/2
eval_objective(PC = c(1,0,0,0,sqrt(2),0,0,-sqrt(2)),
eta = 1, gamma = 0.5,
COVS = list(S1, S2))
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