Description Usage Arguments Value References
undoShrinkage
re-estimates the component loading matrix (P) while keeping the 0 loadings fixed
so as to remove the shrinkage due to Lasso and Group Lasso.
1 | undoShrinkage(DATA, R, Phat, MAXITER)
|
DATA |
The concatenated data block, with rows representing subjects |
R |
The number of components. |
Phat |
The estimated component loading matrix by means of, for example, |
MAXITER |
The maximum rounds of iterations. It should be a positive integer. The default value is 400. |
Pmatrix |
The re-estimated component loading matrix after the shrinkage has been removed. |
Tmatrix |
The corresponding estimated component score matrix. |
Lossvec |
A vector of loss. |
Gu, Z., & Van Deun, K. (2016). A variable selection method for simultaneous component based data integration. Chemometrics and Intelligent Laboratory Systems, 158, 187-199.
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