cv.alpha: Calculate optimal robustness parameter

In rsvddpd: Robust Singular Value Decomposition using Density Power Divergence

Description

cv.alpha returns the optimal robustness parameter

Usage

cv.alpha(X, alphas = 10)

Arguments

X	matrix, whose singular value decomposition is required
alphas	numeric vector, vector of robustness parameters to try.

Value

A list containing

• The choices of the robust parameters.

• Corresponding cross validation score.

• Best choice of the robustness parameter.

References

S. Roy, A. Basu and A. Ghosh (2021), A New Robust Scalable Singular Value Decomposition Algorithm for Video Surveillance Background Modelling https://arxiv.org/abs/2109.10680

rsvddpd documentation built on Oct. 27, 2021, 5:07 p.m.