Thin R wrapper around the RcppArmadillo implementation RobRSVD_all_cpp.
The interface and return value are identical to the original pure-R version.
Usage
RobRSVD.all(data, nrank = min(dim(data)), svdinit = svd(data))
Arguments
- data
Matrix. X matrix.
- nrank
Integer. Rank of SVD decomposition
- svdinit
List. The standard SVD.
Value
List with entries d, u, v.