Compute condition number of matrix from eclairs decomposition
Usage
# S4 method for class 'eclairs'
kappa(z, lambda = NULL)Arguments
- z
eclairs()decomposition- lambda
specify lambda to override value from
z
Value
condition number of the correlation matrix. If z is a covariance matrix, kappa is only computed for the correlation component
Examples
library(Rfast)
n <- 800 # number of samples
p <- 200 # number of features
# create correlation matrix
Sigma <- autocorr.mat(p, .9)
# draw data from correlation matrix Sigma
Y <- rmvnorm(n, rep(0, p), sigma = Sigma * 5.1, seed = 1)
rownames(Y) <- paste0("sample_", seq(n))
colnames(Y) <- paste0("gene_", seq(p))
# eclairs decomposition
ecl <- eclairs(Y, compute = "correlation")
# compute condition number
kappa(ecl)
#> [1] 395.0645