AdjSigVarExp {CJIVE}

Adjust Signal Variation Explained

Description

Adjusts the proportion of total variation attributable to each signal component to predetermined values

Usage

AdjSigVarExp(J, I, N, JntVarEx, IndVarEx)

Arguments

J

joint signal matrix of size n-by-p

I

individual signal matrix of size n-by-p

N

noise/error matrix of size n-by-p

JntVarEx

desired proportion of total variation explained by the joint signal

IndVarEx

desired proportion of total variation explained by the individual signal

Value

a list of 3 items: 1) adjusted joint signal matrix; 2) adjusted individual signal matrix; 3) data matrix additively comprised of the adjusted signal matrices