rsvddpd: Robust Singular Value Decomposition using Density Power Divergence (original) (raw)
Computing singular value decomposition with robustness is a challenging task. This package provides an implementation of computing robust SVD using density power divergence (<doi:10.48550/arXiv.2109.10680>). It combines the idea of robustness and efficiency in estimation based on a tuning parameter. It also provides utility functions to simulate various scenarios to compare performances of different algorithms.
Version: | 1.0.1 |
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Imports: | Rcpp (≥ 1.0.5), MASS, stats, utils, matrixStats |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | knitr, rmarkdown, microbenchmark, pcaMethods, V8 |
Published: | 2025-09-20 |
DOI: | 10.32614/CRAN.package.rsvddpd |
Author: | Subhrajyoty Roy [aut, cre] |
Maintainer: | Subhrajyoty Roy |
BugReports: | https://github.com/subroy13/rsvddpd/issues |
License: | MIT + file |
URL: | https://github.com/subroy13/rsvddpd |
NeedsCompilation: | yes |
Materials: | README, NEWS |
CRAN checks: | rsvddpd results |
Documentation:
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