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

  • 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