Gaussian random projection X' = X R, R_ij ~ N(0, 1/d') (hmgrp)

Usage

morie_geron_gaussian_rand_projection(X, d_out, seed = 0)

Arguments

X: Data (m, d) or a vector treated as one row.
d_out: Target dimension.
seed: RNG seed.

Value

List with X_projected, R, d_in, d_out, max_distortion, mean_distortion.

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
morie_geron_gaussian_rand_projection(V, V)
#> $X_projected
#>           [,1]
#> [1,] -0.485549
#> 
#> $R
#>            [,1]
#> [1,]  1.2629543
#> [2,] -0.2306818
#> [3,]  0.7677600
#> [4,]  0.6362147
#> [5,]  0.1854333
#> [6,] -0.6286820
#> [7,] -0.3509653
#> [8,] -0.1041994
#> 
#> $d_in
#> [1] 8
#> 
#> $d_out
#> [1] 1 2 3 4 5 6 7 8
#> 
#> $max_distortion
#> [1] NA
#> 
#> $mean_distortion
#> [1] NA
#> 
#> $estimate
#> [1] NA
#> 
#> $n
#> [1] 1
#> 
#> $method
#> [1] "Gaussian random projection"
#>