generate_gaussian {spareg} | R Documentation |
Gaussian random projection matrix
Description
Gaussian random projection matrix
Usage
generate_gaussian(rp, m, included_vector, x = NULL, y = NULL)
Arguments
rp |
object of class |
m |
goal dimension, which will be randomly sampled in the SPAR algorithm |
included_vector |
integer vector of column indices for the variables to be included in the random projection. These indices are produced in the screening step of the SPAR algorithm. |
x |
matrix of predictors |
y |
vector of response variable |
Value
matrix with m rows and
length(included_vector)
columns sampled from the normal distribution.
[Package spareg version 1.1.0 Index]