Estimate the wedin bound for a data matrix.

Samples from the random direction bound. Returns on the scale of squared singular value.

Usage

get_random_direction_bound_robustH(
  n_obs,
  dims,
  num_samples = 1000,
  num_cores = 2
)

Arguments

n_obs

The number of observations.

dims

The number of features in each data matrix

num_samples

Integer. Number of vectors selected for resampling procedure.

Value

rand_dir_samples