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plmmr (version 4.3.0)

eigen_K: A function to take the eigendecomposition of K

Description

Note: This is faster than taking SVD of X when p >> n

Usage

eigen_K(std_X)

Value

A list with three elements:

  • s: The non-zero eigenvalues of K

  • U: The eigenvectors of K associated with s

  • K: The fully computed K matrix

Arguments

std_X

The standardized design matrix.