Estimate the joint rank with the wedin bound, compute the signal scores SVD, double check each joint component.
get_joint_scores_robustH(
blocks,
block_svd,
initial_signal_ranks,
sv_thresholds,
n_wedin_samples = 1000,
n_rand_dir_samples = 1000,
joint_rank = NA
)List. A list of the data matrices.
List. The SVD of the data blocks.
Numeric vector. Initial signal ranks estimates.
Numeric vector. The singular value thresholds from the initial signal rank estimates.
Integer. Number of wedin bound samples to draw for each data matrix.
Integer. Number of random direction bound samples to draw.
Integer or NA. User specified joint_rank. If NA will be estimated from data.