Uses the elbow method or cumulative variance to suggest an appropriate
number of components for SVD compression.
Usage
estimate_optimal_components(
feature_mat,
max_components = 50,
method = c("variance", "elbow"),
variance_target = 0.95
)
Arguments
- feature_mat
Numeric matrix (N x T)
- max_components
Maximum components to test (default: 50)
- method
Either "elbow" (find elbow in scree plot) or "variance"
(return number needed for 95% variance). Default: "variance".
- variance_target
Target variance for "variance" method (default: 0.95)
Value
Integer; suggested number of components
Examples
if (FALSE) { # \dontrun{
data <- matrix(rnorm(1000 * 300), 1000, 300)
n_opt <- estimate_optimal_components(data)
print(n_opt)
} # }