Computes the individual matrix for a data block.
get_individual_decomposition_robustH(
X,
joint_scores,
sv_threshold,
full = TRUE
)Matrix. The original data matrix.
Matrix. The basis of the joint space (dimension n x joint_rank).
Numeric vector. The singular value thresholds from the initial signal rank estimates.
Boolean. Do we compute the full J, I matrices or just the SVD (set to FALSE to save memory).