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Performs block diagonal covariance matrix detection using singular vectors (BD-SVD), which can be extended to hierarchical variable clustering (HC-SVD). The methods are described in Bauer (2024) <doi:10.1080/10618600.2024.2422985> and Bauer (202X) <doi:10.48550/arXiv.2308.06820>.
Package details |
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Author | Jan O. Bauer [aut, cre] (<https://orcid.org/0000-0001-7123-4507>), Ron Holzapfel [aut] |
Maintainer | Jan O. Bauer <j.bauer@vu.nl> |
License | GPL (>= 2) |
Version | 0.2.1 |
Package repository | View on CRAN |
Installation |
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