transfsd: Decorrelation
In hychen-uic/TEV: Total Explained Variation
transfsd R Documentation
Decorrelation
Description
Decorrelation
Usage
transfsd(x, X)
Arguments
x
a matrix of nxp dimension. Input matrix to be transformed.
X
a matrix of Nxp dimension. Supplementary data for covariance matrix estimation.
Details
This function use both the input data and the supplementary data to estimate
the covariance matrix, and then use the estimated covariate matrix to decorrelate
the input data matrix. require (n+N)>p.
Value
Decorrelated data matrix.
hychen-uic/TEV documentation built on Jan. 24, 2025, 9:14 p.m.
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| transfsd | R Documentation |
Decorrelation
Description
Decorrelation
Usage
transfsd(x, X)
Arguments
x |
a matrix of nxp dimension. Input matrix to be transformed. |
X |
a matrix of Nxp dimension. Supplementary data for covariance matrix estimation. |
Details
This function use both the input data and the supplementary data to estimate the covariance matrix, and then use the estimated covariate matrix to decorrelate the input data matrix. require (n+N)>p.
Value
Decorrelated data matrix.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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