Implements the algorithms for solving sparse generalized eigenvalue problem by Tan, et. al. (2018). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow. To appear in Journal of the Royal Statistical Society: Series B. <arXiv:1604.08697>.
|Author||Kean Ming Tan|
|Maintainer||Kean Ming Tan <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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