tests/check_penalized_inverse.R
In isglobal-brge/GCCA: Generalized Canonical Correlation Analysis having missing individuals
n <- 500
p <- 100
M <- matrix(rnorm(n*p), nrow=n, ncol=p)
MM <- tcrossprod(M)
Y <- diag(1, nrow(MM))
sol <- LOOE(MM,Y)
sol$lambda.min
MMinv <- solveEigen(MM, Y, lambda=sol$lambda.min)
MMinv <- solveEigen(MM, Y, lambda=0.00001)
ans <- MMinv%*%MM
ans <- sol$Ginv%*%MM
diag(ans)
isglobal-brge/GCCA documentation built on Feb. 19, 2022, 9:21 a.m.
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n <- 500
p <- 100
M <- matrix(rnorm(n*p), nrow=n, ncol=p)
MM <- tcrossprod(M)
Y <- diag(1, nrow(MM))
sol <- LOOE(MM,Y)
sol$lambda.min
MMinv <- solveEigen(MM, Y, lambda=sol$lambda.min)
MMinv <- solveEigen(MM, Y, lambda=0.00001)
ans <- MMinv%*%MM
ans <- sol$Ginv%*%MM
diag(ans)
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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