nipalsSoftK {mogsa} | R Documentation

## NIPALS algorithm with soft thresholding operator

### Description

An internal function called by `mbpca`.

### Usage

    nipalsSoftK(x, maxiter, k)

### Arguments

`x` | The input matrix, rows are observations, columns are variables
`maxiter` | # of maximum interation the algorithm can run
`k` | The number (>=1) or proportion (<1) of variables want to keep. It could be a single value or a vector has the same length as x so the sparsity of individual matrix could be different.

### Value

an `list` object contains the following elements:

`tb` - the block scores

`pb` - the block loadings

`t` - the global scores

`w` - the wegihts of block scores to construct the global score.

### Author(s)

Chen Meng

### See Also

`msvd`

[Package mogsa version 1.14.0 Index]