trunc_hosvd: Matrix-specific ways to estimate the rank for each mode and...

Description Usage Arguments Author(s)

View source: R/cichocki_meet.R

Description

Matrix-specific ways to estimate the rank for each mode and then return the truncated HOSVD.

Usage

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trunc_hosvd(Y, rank_vec = NULL, method = c("pa", "bcv", "mdl"),
  return_est = TRUE)

Arguments

Y

A numeric array.

rank_vec

The multilinear rank of the underlying mean. If NULL then the multilinear rank will be estimated.

method

The way to estimate the multilinear rank if rank_vec = NULL. The methods allowed are parallel analysis ("pa") from num.sv, bicrossvalidation ("bcv") from est.factor.num, and minimum description length ("mdl") from mdl_eigen.

return_est

A logical. Should we return the final estimate from the truncated HOSVD (TRUE) or note (FALSE)?

Author(s)

David Gerard


dcgerard/hose documentation built on Aug. 1, 2019, 12:11 a.m.