get_sv_threshold

singular_values

<p>Integer. The rank of the approximation.</p>

rank

<p>Computes the singular value threshold for the data matrix (half way between the rank and rank + 1 singluar value).</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>.

Erica Ponzi

get_sv_threshold: The singular value threshold.

Description

Usage

Arguments