getMatCorSVD: Perform singular Value Decomposition on the correlation...

Description Usage Arguments Value Examples

View source: R/correlationMatrix.R

Description

Perform singular Value Decomposition on the correlation matrix

Usage

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getMatCorSVD(cormat, k = qr(cormat)$rank)

Arguments

cormat

is the correlation matrix

k

is the number of eigen vectors to keep. Default is the correlation matrix rank.

Value

A list with :

eigval

A vector of the top k eigenvalues

eigvev

A matrix of the top k eigen vectors

Examples

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a = matrix(runif(10*10,1,5),nrow=10)
matcor = cor(a)
getMatCorSVD(matcor)
getMatCorSVD(matcor, k = 4)

vincela/VarExp documentation built on May 29, 2019, 12:42 p.m.