partial_project: Partially project a new sample onto subspace

In bbuchsbaum/multivarious: Extensible Data Structures for Multivariate Analysis

Partially project a new sample onto subspace

Description

Project a selected subset of column indices (colind) of new_data onto the subspace defined by the model x. Optionally do a ridge-regularized least-squares solve if columns are non-orthonormal.

Usage

partial_project(x, new_data, colind, least_squares = TRUE, lambda = 1e-06, ...)

Arguments

x	The fitted model, e.g. bi_projector, that has a partial_project method.
new_data	A numeric matrix (n x length(colind)) or vector, representing the observations to be projected.
colind	A numeric vector of column indices in the original data space that correspond to new_data's columns.
least_squares	Logical; if TRUE (default), do a ridge-regularized solve.
lambda	Numeric; ridge penalty (default 1e-6). Ignored if least_squares=FALSE.
...	Additional arguments passed to class-specific partial_project methods.

Value

A numeric matrix (n x d) of factor scores in the model's subspace, for those columns only.

bbuchsbaum/multivarious documentation built on July 16, 2025, 11:04 p.m.