RobRSVD.all

data

<p>Integer. Rank of SVD decomposition</p>

nrank

svdinit

<p>Computes the robust SVD of a matrix</p>

A robust alternative to the aJIVE (angle based Joint and Individual Variation Explained) method (Feng et al 2018: <doi:10.1016/j.jmva.2018.03.008>) for the estimation of joint and individual components in the presence of outliers in multi-source data. It decomposes the multi-source data into joint, individual and residual (noise) contributions. The decomposition is robust to outliers and noise in the data. The method is illustrated in Ponzi et al (2021) <arXiv:2101.09110>.

RobRSVD.all: Computes the robust SVD of a matrix

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