get_random_direction_bound_robustH: Estimate the wedin bound for a data matrix.
Description
Samples from the random direction bound. Returns on the scale of squared singular value.
Usage
get_random_direction_bound_robustH(n_obs, dims, num_samples = 1000)
Arguments
n_obs
The number of observations.
dims
The number of features in each data matrix
num_samples
Integer. Number of vectors selected for resampling procedure.