RobRSVD: Robust Regularized Singular Value Decomposition

This package provides the function to calculate SVD, regularized SVD, robust SVD and robust regularized SVD method. The robust SVD methods use alternating iteratively reweighted least squares methods. The regularized SVD uses generalized cross validation to choose the optimal smoothing parameters.

Package details

AuthorLingsong Zhang and Chao Pan
MaintainerLingsong Zhang <>
Package repositoryView on CRAN
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RobRSVD documentation built on May 2, 2019, 9:39 a.m.