Usage
rgccak(A, C, tau = "optimal", scheme = "centroid", scale = FALSE, verbose = FALSE, init = "svd", bias = TRUE, tol = .Machine$double.eps)
Arguments
A
A list that contains the $J$ blocks of
variables. Either the blocks ($\mathbf{X}_1,
\mathbf{X}_2, \ldots, \mathbf{X}_J$) or the residual
matrices ($\mathbf{X}_{h1}, \mathbf{X}_{h2}, \ldots,
\mathbf{X}_{hJ}$).
C
A design matrix that describes the relationships
between blocks. (Default: complete design).
tau
A $1 \times J$ vector that contains the
values of the shrinkage parameters $\tau_j$, $
j=1, \ldots J$. (Default: $\tau_j = 1$, $ j=1,
\ldots, J$). If tau = "optimal" the shrinkage intensity
paramaters are estimated using the Schafer and Strimmer
(2005) analytical formula.
scheme
Either "horst", "factorial" or "centroid"
(default: centroid).
scale
if scale = TRUE, each block is standardized
to zero means and unit variances (default: TRUE).
verbose
Will report progress while computing if
verbose = TRUE (default: TRUE).
init
The mode of initialization to use in the
RGCCA algorithm. The alternatives are either by Singular
Value Decompostion or random (default : "svd").
bias
A logical value for either a biaised or
unbiaised estimator of the var/cov.
tol
Stopping value for convergence.