sel_asm: Automatically Select an Active Subspace

In NathanWycoff/asm: Functions related to the Active Subspace Method

Description

Select an active subspace via two methods (or both). Method 'log_gap' Examines for an absolute difference in the base b logarithm of the singular values of greater than thresh. Method 'perc_var' picks singular values until alpha

Usage

sel_asm(sv, method = "both", b = exp(1), thresh = 1, alpha = 0.8)

Arguments

sv	A vector of singular values.
method	One of 'both', 'log_gap', or 'perc_var'. See Details.
b	The log base for the 'log_gap' method.
thresh	The threshold for the 'log_gap' method.
alpha	The proportion of the total that must be exceeded for the 'perc_var' method.

Value

The index of the smallest singular value to be retained, or NULL if none pass the tests.

NathanWycoff/asm documentation built on May 13, 2019, 11:52 p.m.