PseudoInv

either "fast", "propack" or "standard".
"fast" is using the <code><a href="/link/fast.svd?package=esaBcv&version=1.0.1&to=corpcor" rd-options="corpcor" data-mini-rdoc="corpcor::fast.svd">fast.svd</a></code> function in package corpcor to compute SVD, "propack" is using the <code><a href="/link/propack.svd?package=esaBcv&version=1.0.1&to=svd" rd-options="svd" data-mini-rdoc="svd::propack.svd">propack.svd</a></</code>

svd.method

Calculate the Moore-Penrose pseudo inverse of matrix <code>Y</code> up to a given rank

These functions estimate the latent factors of a given matrix, no matter it is high-dimensional or not. It tries to first estimate the number of factors using bi-cross-validation and then estimate the latent factor matrix and the noise variances. For more information about the method, see Art B. Owen and Jingshu Wang 2015 archived article on factor model (http://arxiv.org/abs/1503.03515). 

PseudoInv: Moore-Penrose Pseudo Inverse of A Matrix

Description

Usage

Arguments

`Value`

`Details`