sk.decompose {SplitKnockoff} | R Documentation |
make SVD as well as orthogonal complements
Description
make SVD as well as orthogonal complements
Usage
sk.decompose(A, D)
Arguments
A |
the input matrix |
D |
the linear transform |
Value
U
S
V
U_perp: orthogonal complement for U
Examples
library(mvtnorm)
n = 350
p = 100
D <- diag(p)
Sigma = matrix(0, p, p)
X <- rmvnorm(n,matrix(0, p, 1), Sigma)
decompose.result <- sk.decompose(X, D)
U_perp <- decompose.result$U_perp
[Package SplitKnockoff version 2.1 Index]