estimate_rank_ladle: ladle

In WenlanzZ/MKDim: Determine Signal Space Dimension

ladle

Description

All credit to Luo, W. and Li, B. (2016), Combining Eigenvalues and Variation of Eigenvectors for Order Determination, Biometrika, 103, 875–887. <doi:10.1093/biomet/asw051>

Usage

estimate_rank_ladle(x)

Arguments

x	A numeric real-valued matrix with n number of samples and p number of features (n > p).

Value

Returns a list with entries:

fn0:

fn0 is the bootstrap eigenvector variability.

fn:

fn is the renormalized fn0.

lam:

lam is the sample eigenvalues.

phin:

phin is the renormalized and shifted sample eigenvalues.

gn:

gn is the objective function ("y" in ladle plot).

d:

d is the ladle estimator.

Examples

x <- x_sim(n = 100, p = 150, ncc = 10, var = c(rep(10, 5), rep(1, 5)))
x %>% estimate_rank_ladle()

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