orthogonalize: Orthogonalize the Design Matrix with Specified Group...

In liqun730/gMIC: Group Sparsity via Approximated Information Criteria

Description

Orthogonalize the Design Matrix with Specified Group Structure

Usage

orthogonalize(X, group)

Arguments

X	The design matrix to be orthogonalized.
group	The group structure based on which X is orthogonalized. For example, assume that X has 4 columns and group=c(1,1,2,2). It means the first 2 features form a group of variables and the last 2 features form another group of variables.

Value

The orthogonalized design. Assume that X_g denotes columns corresponding to the g-th group, then t(X_g)

Examples

X <- matrix(runif(1200),100,12)
group <- rep(1:3,each=4)
X <- orthogonalize(X,group)

liqun730/gMIC documentation built on May 22, 2019, 11:52 p.m.