sparsify a matrix

This implements a quantile based sparsification operation

orthogonalizeAndQSparsifyOld(
  v,
  sparsenessQuantile = 0.5,
  positivity = "either",
  orthogonalize = TRUE,
  softThresholding = FALSE,
  unitNorm = FALSE,
  sparsenessAlg = NA
)

Arguments

v

input matrix

sparsenessQuantile

quantile to control sparseness - higher is sparser

positivity

restrict to positive or negative solution (beta) weights. choices are positive, negative or either as expressed as a string.

orthogonalize

run gram-schmidt if TRUE.

softThresholding

use soft thresholding

unitNorm

set each vector to unit norm

sparsenessAlg

NA is default otherwise basic, spmp or orthorank

Value

matrix

Author

Avants BB

Examples

mat <- replicate(100, rnorm(20))
mat <- orthogonalizeAndQSparsify(mat)