rank_reduce: Rank reduding

Description Usage Arguments Details Value Examples

Description

rank_reduce() generates a low-rank version version of matrix X by computing its SVD, and then then reconstructing X by keeping only its ncomp most important singular values.

Usage

1
rank_reduce(X, ncomp)

Arguments

X

Numeric matrix

ncomp

number of significant components

Details

This function bypasses the (slower) full computation of the SVD by estimating the singular vectors through diagonalisation of the covariance matrix of X

Value

The corresponding reduced rank version of X

Examples

1
rank_reduce(dataSSN, ncomp = 10)

proto4426/ValUSunSSN documentation built on May 26, 2019, 10:31 a.m.