Computes the individual matrix for a data block.

Computes the individual matrix for a data block.

Usage

get_individual_decomposition_robustH(
  X,
  joint_scores,
  sv_threshold,
  full = TRUE
)

Arguments

X

Matrix. The original data matrix.

joint_scores

Matrix. The basis of the joint space (dimension n x joint_rank).

sv_threshold

Numeric vector. The singular value thresholds from the initial signal rank estimates.

full

Boolean. Do we compute the full J, I matrices or just the SVD (set to FALSE to save memory).