Class eclairs
Details
Object storing:
- U:
orthonormal matrix with k columns representing the low rank component
- dSq:
eigen-values so that \(U diag(d^2) U^T\) is the low rank component
- lambda:
shrinkage parameter \(\lambda\) for the scaled diagonal component
- sigma:
standard deviations of input columns
- nu:
diagonal value, \(\nu\), of target matrix in shrinkage
- n:
number of samples (i.e. rows) in the original data
- p:
number of features (i.e. columns) in the original data
- k:
rank of low rank component
- rownames:
sample names from the original matrix
- colnames:
features names from the original matrix
- method:
method used for decomposition
- call:
the function call