| 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 \sqrt(4/ 3)". 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.