Description Usage Arguments Value Examples
View source: R/correlationMatrix.R
Perform singular Value Decomposition on the correlation matrix
1 | getMatCorSVD(cormat, k = qr(cormat)$rank)
|
cormat |
is the correlation matrix |
k |
is the number of eigen vectors to keep. Default is the correlation matrix rank. |
A list with :
A vector of the top k
eigenvalues
A matrix of the top k
eigen vectors
1 2 3 4 | a = matrix(runif(10*10,1,5),nrow=10)
matcor = cor(a)
getMatCorSVD(matcor)
getMatCorSVD(matcor, k = 4)
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