check_dim_matrix: Return parameter setting for subspace function

In WenlanzZ/MKDim: Determine Signal Space Dimension

Return parameter setting for subspace function

Description

Return parameter setting for subspace function

Usage

check_dim_matrix(x, rnk = NA, verbose = FALSE)

Arguments

x	A numeric real-valued matrix with n number of samples and p number of features. If p>n, a warning message is generated and the transpose of x is used.
rnk	The number of right singular vectors to estimate. rnk must be smaller or equal to max(nrow(x),ncol(x)).
verbose	output message

Value

Returns a list with entries:

ndf:

The number of degrees of freedom of x.

pdim:

The number of dimensions of x.

svr:

The samples to variance ratio: equals to ndf divided by pdim.

rnk:

The number of right singular vectors estimated.

transpose_flag:

A logical value indicating whether the matrix x is transposed.

See Also

[checkDesignMatrix()] from Random Matrix Theory pacakge credit to Gregory Giecold and Lionel Ouaknin.

Examples

x <- x_sim(n = 100, p = 150, ncc = 10, var = c(rep(10, 5), rep(1, 5)))
params <- check_dim_matrix(x, rnk = 40)

WenlanzZ/MKDim documentation built on July 30, 2022, 7:25 a.m.