decorrelate (version 0.1.6.4)

eclairs-class: Class eclairs

Description

Class eclairs

Details

Object storing:

U:

orthonormal matrix with k columns representing the low rank component

dSq:

eigen-values so that \(U diag(d^2) U^T\) is the low rank component

lambda:

shrinkage parameter \(\lambda\) for the scaled diagonal component

sigma:

standard deviations of input columns

nu:

diagonal value, \(\nu\), of target matrix in shrinkage

n:

number of samples (i.e. rows) in the original data

p:

number of features (i.e. columns) in the original data

k:

rank of low rank component

rownames:

sample names from the original matrix

colnames:

features names from the original matrix

method:

method used for decomposition

call:

the function call