/pre><pre class="codeoutput">
scr =

    0.9983

</pre><h2 id="9">Overfitting example</h2><p>Re-using the same example as before, consider the case where we don't know R in advance. We might guess too high. Here we show a case where we guess R+1 factors rather than R.</p><pre class="codeinput"><span class="comment">% Generate initial guess of the corret size</span>
M_plus_init = create_guess(<span class="string">'Data'</span>, X, <span class="string">'Num_Factors'</span>, R+1, <span class="keyword">...</spa