Calcualte the quadratically regularized low rank matrix of the input data.
Usage
qlr(X, thres)
Arguments
X
The input data matrix. Each row represents the observations from a single individual and each column represents a single variable.
thres
The cut off point for quadratically regularized low rank matrix.
Value
The output of the function is a list.
lr
The low rank approximation of the input data matrix.
rank
The rank of the output low rank matrix.
Details
Compute the qudratically regularized low rank approximation of the input matrix.
References
Lin N, Zhu Y, Fan R, Xiong M. A quadratically regularized functional canonical correlation analysis for identifying the global structure of pleiotropy with NGS data. PLOS Computational Biology. 2017;13(10):e1005788. doi: 10.1371/journal.pcbi.1005788.