Description Usage Arguments Value

Adpated from https://github.com/KlugerLab/ALRA/blob/master/alra.R Heuristic for choosing rank k for the low rank approximation based on statistics of the spacings between consecutive singular values. Finds the smallest singular value $\sigma_i$ such that $\sigma_i - \sigma_i-1$ is significantly different than spacings in the tail of the singular values.

1 |

`A` |
array_like; |

`pval_thresh` |
The threshold for “significance” |

`noise_start` |
Index for which all smaller singular values are considered noise |

`q` |
integer, optional; |

`n` |
Number of resampling iteration |

A list with three items: Chosen k, P values of each possible k, singular values of the matrix A

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