get_random_direction_bound_robustH {RaJIVE}

Estimate the wedin bound for a data matrix.

Description

Samples from the random direction bound. Returns on the scale of squared singular value.

Usage

get_random_direction_bound_robustH(n_obs, dims, num_samples = 1000)

Arguments

n_obs

The number of observations.

dims

The number of features in each data matrix

num_samples

Integer. Number of vectors selected for resampling procedure.

Value

rand_dir_samples