RobRSVD: Robust Regularized Singular Value Decomposition

Share:

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.

Author
Lingsong Zhang and Chao Pan
Date of publication
2013-12-16 17:46:34
Maintainer
Lingsong Zhang <lingsong@purdue.edu>
License
GPL
Version
1.0

View on CRAN

Man pages

huberWeightLS
Huber's function
RobRSVD
Robust Regularized Singular Value Decomposition
RobRSVD-package
The Robust Regularized Singular Value Decomposition Package
ssmatls
The smoothing spline matrix

Files in this package

RobRSVD
RobRSVD/NAMESPACE
RobRSVD/R
RobRSVD/R/RobRSVD.R
RobRSVD/R/huberWeightLS.R
RobRSVD/R/ssmatls.R
RobRSVD/R/RobRSVD-internal.R
RobRSVD/MD5
RobRSVD/DESCRIPTION
RobRSVD/man
RobRSVD/man/huberWeightLS.Rd
RobRSVD/man/RobRSVD-package.Rd
RobRSVD/man/ssmatls.Rd
RobRSVD/man/RobRSVD.Rd