chickn (version 1.2.3)

GenerateFrequencies: Frequency vector construction

Description

Function performs the data variance estimation and the frequency matrix construction.

Usage

GenerateFrequencies(Data, m, N0 = 5000, TypeDist = "AR", verbose = FALSE, ...)

Arguments

Data

A Filebacked Big Matrix n x N with data vectors in columns.

m

Number of frequency vectors.

N0

Number of data vectors used for the variance estimation in EstimSigma.

TypeDist

Frequency distribution type. Possible values: "G" (Gaussian), "FG" (Folded Gaussian radial) or "AR" (Adapted radius). Default is "AR".

verbose

logical that indicates whether dysplay the process steps.

...

Additional arguments passed on to EstimSigma and DrawFreq functions.

Value

A list with the following attributes:

• W is the frequency matrix with m frequency vectors in rows.

• sigma is the estimated data variance.

Details

The data variance is estimated on the N0 data vectors randomly selected from Data using EstimSigma function. The frequency vectors are sampled using DrawFreq function.

References

DBLP:journals/corr/KerivenBGP16chickn.

See Also

DrawFreq, EstimSigma, Sketch

Examples

# NOT RUN {
X = matrix(rnorm(1000), ncol=100, nrow = 10)
X_FBM = bigstatsr::FBM(init = X, ncol=100, nrow = 10)
W = GenerateFrequencies(Data = X_FBM, m = 20, N0 = 100, TypeDist = "AR")$W
# }