vsp: Vintage Sparse PCA for Semi-Parametric Factor Analysis (original) (raw)
Provides fast spectral estimation of latent factors in random dot product graphs using the vsp estimator. Under mild assumptions, the vsp estimator is consistent for (degree-corrected) stochastic blockmodels, (degree-corrected) mixed-membership stochastic blockmodels, and degree-corrected overlapping stochastic blockmodels.
Version: | 0.1.1 |
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Depends: | R (≥ 3.1) |
Imports: | ggplot2, glue, invertiforms, LRMF3, magrittr, Matrix, rlang, RSpectra, stats, tibble, withr |
Suggests: | covr, dplyr, GGally, igraph, igraphdata, knitr, purrr, rmarkdown, scales, testthat (≥ 3.0.0), tidygraph, tidyr |
Published: | 2022-12-05 |
DOI: | 10.32614/CRAN.package.vsp |
Author: | Karl Rohe [aut], Muzhe Zeng [aut], Alex Hayes [aut, cre, cph], Fan Chen [aut] |
Maintainer: | Alex Hayes |
BugReports: | https://github.com/RoheLab/vsp/issues |
License: | MIT + file |
URL: | https://github.com/RoheLab/vsp |
NeedsCompilation: | no |
Materials: | README NEWS |
CRAN checks: | vsp results |
Documentation:
Downloads:
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