pen_nipals: NIPALS algorithm for sparse bilinear one component model of a...
In mortenarendt/StructuralKnowledgeModl: Incorporation of Structural Knowledge in Multivariate Models
Description
This functions minimises |x-udv'|2 s.t. sum(abs(u))<sumabs[1], sum(abs(v))<sumabs[2], norm(u,2)=norm(v,2) = 1 with respect to u and v.
Usage
1
pen_nipals(x, sumabs = sqrt(c(nrow(x), ncol(x))), niter = 100)
Arguments
x
a n by p dataset
sumabs
1 by 2 vector ofL1 contraint on u and v respectively
niter
= 100 (default) number of iterations
mortenarendt/StructuralKnowledgeModl documentation built on May 21, 2019, 11:42 a.m.
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Description
This functions minimises |x-udv'|2 s.t. sum(abs(u))<sumabs[1], sum(abs(v))<sumabs[2], norm(u,2)=norm(v,2) = 1 with respect to u and v.
Usage
1 | pen_nipals(x, sumabs = sqrt(c(nrow(x), ncol(x))), niter = 100)
|
Arguments
x |
a n by p dataset |
sumabs |
1 by 2 vector ofL1 contraint on u and v respectively |
niter |
= 100 (default) number of iterations |
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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