README.Rmd

---
output: github_document
---

<!-- README.md is generated from README.Rmd. Please edit that file -->

```{r, echo = FALSE}
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-"
)
```

# frequentdirections [![Build Status](https://travis-ci.com/shinichi-takayanagi/frequentdirections.svg?branch=master)](https://travis-ci.com/shinichi-takayanagi/frequentdirections) 

Implementation of Frequent-Directions algorithm for efficient matrix sketching [E. Liberty, SIGKDD2013]


## Installation

```{r gh-installation, eval = FALSE}
# Not yet onCRAN
install.packages("frequentdirections")

# Or the development version from GitHub:
install.packages("devtools")
devtools::install_github("shinichi-takayanagi/frequentdirections")
```

## Example

```{r example}
# (Meaningless) dummy data
size_col <- 50
size_row <- 10^3
x <- matrix(
  c(rnorm(size_row * size_col), rnorm(size_row * size_col, mean=1)),
  ncol = size_col, byrow = TRUE
)
x <- scale(x)
y <- rep(1:2, each=size_row)
# Show 2D plot using SVD
frequentdirections::plot_svd(x, y)
# Matrix Skethinc(l=6)
b <- frequentdirections::sketching(x, 6, 10^(-8))
# Show 2D plot using sketched matrix and show similar result with the above
# That means that 6 dim is enough to express the original data matrix (x)
frequentdirections::plot_svd(x, y, b)
```

For more details using real world data, See [vignette](https://cran.r-project.org/web/packages/frequentdirections/vignettes/introduction.html).