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mogsa (version 1.6.4)

nipalsSoftK: NIPALS algorithm with soft thresholding operator

Description

An internal function called by mbpca.

Usage

nipalsSoftK(x, maxiter, k)

Arguments

x
The input matrix, rows are observations, columns are variables
maxiter
# of maximum interation the algorithm can run
k
The number (>=1) or proportion (

Value

an list object contains the following elements:tb - the block scorespb - the block loadingst - the global scoresw - the wegihts of block scores to construct the global score.

See Also

msvd