An internal function called by
nipalsSoftK(x, maxiter, k)
The input matrix, rows are observations, columns are variables
# of maximum interation the algorithm can run
The number (>=1) or proportion (<1) of variables want to keep. It could be a single value or a vector has the same length as x so the sparsity of individual matrix could be different.
list object contains the following elements:
tb - the block scores
pb - the block loadings
t - the global scores
w - the wegihts of block scores to construct the global score.
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