sk.decompose {SplitKnockoff}

make SVD as well as orthogonal complements

Description

make SVD as well as orthogonal complements

Usage

sk.decompose(X, D)

Arguments

X

the input matrix

D

the linear transformer

Value

U

S

V

U_perp : orthogonal complement for U

Examples

library(mvtnorm)
n = 350
p = 100
m = 200
Sigma = matrix(0, p, p)
D <- matrix(0,m,p)
X <- rmvnorm(n,matrix(0, p, 1), Sigma)
decompose.result <- sk.decompose(X,D)
U_perp <- decompose.result$U_perp