Whether to ensure/include a constant term. Non-NULL x is subjected to EnsureIntercept
Author
Øyvind Langsrud
Details
doSVD has effect on decomposition of y.
The exact behaviour of the method depends on the choice of the decomposition method because of
the sequentially phenomenon mentioned in the paper.
The similarity to the original data will tend to be highest for the first component.
Input matrices are subjected to EnsureMatrix.
x <- matrix(1:5, 5, 1)
y <- matrix(rnorm(15) + 1:15, 5, 3)
# Same as IPSO (RegSDCipso)RegSDCromm(y, Inf, x)
# Close to IPSORegSDCromm(y, 100, x)
# Close to yRegSDCromm(y, 0.001, x)