lambda.network.missing: Function to compute the default thresholding parameter for...

In changepoints: A Collection of Change-Point Detection Methods

Function to compute the default thresholding parameter for leading singular value in the soft-impute algorithm.

Description

Function to compute the default thresholding parameter for leading singular value in the soft-impute algorithm.

Usage

lambda.network.missing(s, e, t, alpha, rho, pi_ub, p, C_lambda)

Arguments

s	An integer scalar of the starting index.
e	An integer scalar of the ending index.
t	An integer scalar of the splitting index.
alpha	A numeric scalar in (0,1) representing the desired false alarm rate.
rho	A numeric scalar of the sparsity parameter.
pi_ub	A numeric scalar of the upper bound of the missing probability.
p	An integer scalar of the dimensionality of the graphon matrix.
C_lambda	A numeric scalar of an absolute constant, which is set to be 2/3 by default.

Details

The default thresholding parameter is given in Theorem 2 of the reference.

Value

The default thresholding parameter for leading singular value in the soft-impute algorithm

References

Dubey, Xu and Yu (2021) <arxiv:2110.06450>

changepoints documentation built on Sept. 4, 2022, 5:06 p.m.