myEigen_QR: PCA using QR Decomposition

In stacyste/RegressionPkg: Performs Common Regression Analyses (Lasso, Ridge, PCA, OLS)

Description

This function performs PCA using QR decomposition.

Usage

myEigen_QR(A, numIter = 1000)

Arguments

A	A square, symmetric matrix
numIter	the number of iterations to run QR decomposition on, default is 1000

Value

Returns a list of eigenvalues and eigenvectors of A

Examples

set.seed(239)
n <- 100
p <- 3
X <- matrix(rnorm(n * p), nrow = 100)
A <- t(X) %*% X

stacyste/RegressionPkg documentation built on Nov. 24, 2019, 5:12 p.m.