raptt.randproj: RAPTT projection matrix generator

In dnayyala/cramp: Covariance Matrix Testing using Random Projections

RAPTT projection matrix generator

Description

Generate random matrices of given dimension which have full row and are orthogonal as defined in Srivastava et al. (2016)

Usage

raptt.randproj(nrow, ncol, seed = NULL)

Arguments

nrow	Number of rows in the random matrix to be generated (dimension of projected space)
ncol	Number of colums (dimension of original space)
seed	Set the seed to replicate the random matrix generated. Default is NULL and no seed is used.

Value

An orthogonal matrix of with nrow rows and ncol columns.

References

Srivastava, R., Li, P. and Ruppert, D. RAPTT: An Exact Two-Sample Test in High Dimensions Using Random Projections. Journal of Computational and Graphical Statistics, 25 (3), 2016.

Examples

a = raptt.randproj(nrow = 5, ncol = 10)

dnayyala/cramp documentation built on June 27, 2023, 1:34 p.m.