svd_sign: SVD with fixed sign Performs SVD and then adjusts the sign of...
In svteichman/prelim.knockoffs: Implements the knockoff method by Barber & Candes
Description
Usage
Arguments
Value
Description
SVD with fixed sign
Performs SVD and then adjusts the sign of each column of the U matrix so that the value
with the greatest magnitude is positive. It fixes the signs of the V matrix accordingly.
Usage
1
svd_sign(X)
Arguments
X
Design matrix to create knockoffs for.
Value
The SVD of X: U, a vector of singular values d, V, such that X = Udiag\{d\}V^T.
svteichman/prelim.knockoffs documentation built on May 28, 2020, 5:14 p.m.
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.
Description Usage Arguments Value
Description
SVD with fixed sign Performs SVD and then adjusts the sign of each column of the U matrix so that the value with the greatest magnitude is positive. It fixes the signs of the V matrix accordingly.
Usage
1 | svd_sign(X)
|
Arguments
X |
Design matrix to create knockoffs for. |
Value
The SVD of X: U, a vector of singular values d, V, such that X = Udiag\{d\}V^T.
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.