PCA for gen_tibble objects by randomized partial SVD

This function performs Principal Component Analysis on a gen_tibble, by randomised partial SVD based on the algorithm in RSpectra (by Yixuan Qiu and Jiali Mei).
This algorithm is linear in time in all dimensions and is very memory-efficient. Thus, it can be used on very large big.matrices. This function is a wrapper for bigstatsr::big_randomSVD()

gt_pca_randomSVD(
  x,
  k = 10,
  fun_scaling = bigsnpr::snp_scaleBinom(),
  tol = 1e-04,
  verbose = FALSE,
  n_cores = 1,
  fun_prod = bigstatsr::big_prodVec,
  fun_cprod = bigstatsr::big_cprodVec
)

Arguments

x

a gen_tbl object

k

Number of singular vectors/values to compute. Default is 10. This algorithm should be used to compute a few singular vectors/values.

fun_scaling

Usually this can be left unset, as it defaults to bigsnpr::snp_scaleBinom(), which is the appropriate function for biallelic SNPs. Alternatively it is possible to use custom function (see bigsnpr::snp_autoSVD() for details.

tol

Precision parameter of svds. Default is 1e-4.

verbose

Should some progress be printed? Default is FALSE.

n_cores

Number of cores used.

fun_prod

Function that takes 6 arguments (in this order):

  • a matrix-like object X,

  • a vector x,

  • a vector of row indices ind.row of X,

  • a vector of column indices ind.col of X,

  • a vector of column centers (corresponding to ind.col),

  • a vector of column scales (corresponding to ind.col), and compute the product of X (subsetted and scaled) with x.

fun_cprod

Same as fun.prod, but for the transpose of X.

Value

a gt_pca object, which is a subclass of bigSVD; this is an S3 list with elements: A named list (an S3 class "big_SVD") of

  • d, the eigenvalues (singular values, i.e. as variances),

  • u, the scores for each sample on each component (the left singular vectors)

  • v, the loadings (the right singular vectors)

  • center, the centering vector,

  • scale, the scaling vector,

  • method, a string defining the method (in this case 'randomSVD'),

  • call, the call that generated the object.

Note: rather than accessing these elements directly, it is better to use tidy and augment. See gt_pca_tidiers.