denoise_rectangular_matrix {GSSTDA} | R Documentation |
Rectangular Matrix Denoiser.
Description
It takes a rectangular matrix composed by the addition of
a signal matrix and a Gaussian noise matrix and returns a matrix of the same
dimension that is denoised through a Singular Value Decomposition
truncation process. The selection of the number of singular values is
chosen following the proposal by "The optimal hard threshold
for singular values is ". It should be used after
the function
flatten_normal_tiss
.
Usage
denoise_rectangular_matrix(matrix_flatten_normal_tiss, gamma)
Arguments
matrix_flatten_normal_tiss |
A rectangular noisy matrix to denoise. It is return by
|
gamma |
A parameter that indicates the magnitude of the noise assumed in
the flat data matrix for the generation of the Healthy State Model. If it
takes the value |
Value
A the normal space which has the same dimension denoised version of the matrix
returned by flatten_normal_tiss
.