Modify the function casl_lm_pca so that it accepts a sequence of values k and uses the irlba package to avoid computing all of the singular values. Note: Your first step should be checking for the...

Modify the function casl_lm_pca so that it accepts a sequence of values k and uses the irlba package to avoid computing all of the singular values. Note: Your first step should be checking for the largest value k.

Redo the simulation analysis in Section 2.8 using the condition number of X as the upper bound. How closely does the simulation hit the implied bound?