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]