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
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 ORCID iD [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

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