unsmoothed_penalized_EV {SPEV}

unsmoothed_penalized_EV

Description

This function takes a matrix (m), a lambda value (lambda), and the number of desired eigenvectors (k) as input. It then computes eigenvectors 1 to k, penalized by the supplied lambda.

Usage

unsmoothed_penalized_EV(m, lambda, k)

Arguments

m

A matrix generated from a large dataset.

lambda

A numeric vector of lambda values to use for the penalty.

k

The number of eigenvectors we consider in the analysis.

Value

Returns eigenvectors 1 to k for the specified lambda value.

Examples

# Generate a small matrix for testing
m <- matrix(rnorm(100), nrow = 10)
# Call function (using matrix, lambda, and k)
unsmoothed_penalized_EV(
  m = m,
  lambda = 1,
  k = 2
)