softImpute: Matrix Completion via Iterative Soft-Thresholded SVD
Version 1.4

Iterative methods for matrix completion that use nuclear-norm regularization. There are two main approaches.The one approach uses iterative soft-thresholded svds to impute the missing values. The second approach uses alternating least squares. Both have an "EM" flavor, in that at each iteration the matrix is completed with the current estimate. For large matrices there is a special sparse-matrix class named "Incomplete" that efficiently handles all computations. The package includes procedures for centering and scaling rows, columns or both, and for computing low-rank SVDs on large sparse centered matrices (i.e. principal components)

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AuthorTrevor Hastie <hastie@stanford.edu> and Rahul Mazumder <rahul.mazumder@gmail.com>
Date of publication2015-04-08 00:42:55
MaintainerTrevor Hastie <hastie@stanford.edu>
LicenseGPL-2
Version1.4
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("softImpute")

Man pages

biScale: standardize a matrix to have optionally row means zero and...
complete: make predictions from an svd object
deBias: Recompute the '$d' component of a '"softImpute"' object...
Incomplete: create a matrix of class 'Incomplete'
Incomplete-class: Class '"Incomplete"'
lambda0: compute the smallest value for 'lambda' such that...
softImpute: impute missing values for a matrix via nuclear-norm...
softImpute-internal: Internal softImpute functions
SparseplusLowRank-class: Class '"SparseplusLowRank"'
splr: create a 'SparseplusLowRank' object
svd.als: compute a low rank soft-thresholded svd by alternating...

Functions

Frob Source code
Frobsmlr Source code
Incomplete Man page Source code
Incomplete-class Man page
SparseplusLowRank-class Man page
Ssimpute.als Man page Source code
Ssimpute.svd Man page Source code
Ssvd.als Man page Source code
UD Source code
\%*\%,ANY,SparseplusLowRank-method Man page
\%*\%,Matrix,SparseplusLowRank-method Man page
\%*\%,SparseplusLowRank,ANY-method Man page
\%*\%,SparseplusLowRank,Matrix-method Man page
as.matrix,Incomplete-method Man page
as.matrix,SparseplusLowRank-method Man page
as.matrix.Incomplete Source code
as.matrix.splr Source code
biScale Man page Source code
clean.warm.start Man page Source code
cmean Source code
coerce,matrix,Incomplete-method Man page
coerce,matrix-method Man page
coerce,sparseMatrix,Incomplete-method Man page
colMeans,SparseplusLowRank-method Man page
colSums,SparseplusLowRank-method Man page
colsum2.splr Source code
complete Man page
complete,Incomplete-method Man page
complete,matrix-method Man page
complete.matrix Source code
cs.Incomplete Source code
cs.default Source code
cs.sparseMatrix Source code
csum Source code
deBias Man page Source code
dim,SparseplusLowRank-method Man page
impute Man page Source code
lambda0 Man page
lambda0,Incomplete-method Man page
lambda0,SparseplusLowRank-method Man page
lambda0,sparseMatrix-method Man page
lambda0.Incomplete Source code
lambda0.matrix Source code
leftmult Source code
na2Incomplete Source code
norm,SparseplusLowRank,character-method Man page
onAttach Source code
rightmult Source code
rmean Source code
rowMeans,SparseplusLowRank-method Man page
rowSums,SparseplusLowRank-method Man page
rowsum2.splr Source code
rsum Source code
scomplete Source code
simpute.als Man page Source code
simpute.svd Man page Source code
softImpute Man page Source code
softImpute.x.Incomplete Man page Source code
softImpute.x.matrix Man page Source code
sparse2Incomplete Source code
splr Man page Source code
suv Source code
suvC Source code
svd.als Man page Source code
svd.als,SparseplusLowRank-method Man page
svd.als,sparseMatrix-method Man page
svd.als.sparse Source code

Files

inst
inst/doc
inst/doc/softImpute.Rmd
inst/doc/softImpute.html
inst/doc/softImpute.R
src
src/suv.f
src/suvC.f
src/plusregC.f
NAMESPACE
R
R/Ssimpute.als.R
R/lambda0.R
R/biScale.R
R/onAttach.R
R/impute.R
R/Ssimpute.svd.R
R/simpute.svd.R
R/Ssvd.als.R
R/na2Incomplete.R
R/deBias.R
R/svd.als.R
R/clean.warm.start.R
R/UD.R
R/Methods_Incomplete.R
R/softImpute.R
R/suvC.R
R/simpute.als.R
R/suv.R
R/centerScale.R
R/Methods_splr.R
vignettes
vignettes/softImpute.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/SparseplusLowRank-class.Rd
man/splr.Rd
man/complete.Rd
man/lambda0.Rd
man/deBias.Rd
man/Incomplete-class.Rd
man/svd.als.Rd
man/Incomplete.Rd
man/biScale.Rd
man/softImpute.Rd
man/softImpute-internal.Rd
softImpute documentation built on May 19, 2017, 3:58 p.m.