lol.utils.decomp {lolR}

A utility to use irlba when necessary

Description

A utility to use irlba when necessary

Usage

lol.utils.decomp(
  X,
  xfm = FALSE,
  xfm.opts = list(),
  ncomp = 0,
  t = 0.05,
  robust = FALSE
)

Arguments

X

the data to compute the svd of.

xfm

whether to transform the variables before taking the SVD.

• FALSEapply no transform to the variables.

• 'unit'unit transform the variables, defaulting to centering and scaling to mean 0, variance 1. See scale for details and optional args.

• 'log'log-transform the variables, for use-cases such as having high variance in larger values. Defaults to natural logarithm. See log for details and optional args.

• 'rank'rank-transform the variables. Defalts to breaking ties with the average rank of the tied values. See rank for details and optional args.

• c(opt1, opt2, etc.)apply the transform specified in opt1, followed by opt2, etc.

xfm.opts

optional arguments to pass to the xfm option specified. Should be a numbered list of lists, where xfm.opts[[i]] corresponds to the optional arguments for xfm[i]. Defaults to the default options for each transform scheme.

ncomp

the number of left singular vectors to retain.

t

the threshold of percent of singular vals/vecs to use irlba.

robust

whether to use a robust estimate of the covariance matrix when taking PCA. Defaults to FALSE.

Value

the svd of X.

Author(s)

Eric Bridgeford