GenerateFrequencies {chickn} | R Documentation |
Function performs the data variance estimation and the frequency matrix construction.
GenerateFrequencies(Data, m, N0 = 5000, TypeDist = "AR", verbose = FALSE, ...)
Data |
A Filebacked Big Matrix n x N with data vectors in columns. |
m |
Number of frequency vectors. |
N0 |
Number of data vectors used for the variance estimation in |
TypeDist |
Frequency distribution type. Possible values: "G" (Gaussian), "FG" (Folded Gaussian radial) or "AR" (Adapted radius). Default is "AR". |
verbose |
logical that indicates whether dysplay the process steps. |
... |
Additional arguments passed on to |
The data variance is estimated on the N0
data vectors randomly selected from Data
using EstimSigma
function. The frequency vectors are sampled using DrawFreq
function.
A list with the following attributes:
W
is the frequency matrix with m frequency vectors in rows.
sigma
is the estimated data variance.
Keriven N, Bourrier A, Gribonval R, PĂ©rez P (2018). “Sketching for large-scale learning of mixture models.” Information and Inference: A Journal of the IMA, 7(3), 447–508..
X = matrix(rnorm(1000), ncol=100, nrow = 10) X_FBM = bigstatsr::FBM(init = X, ncol=100, nrow = 10) W = GenerateFrequencies(Data = X_FBM, m = 20, N0 = 100, TypeDist = "AR")$W