dcgerard/hose: Functions to calculate higher-order spectral estimators and their corresponding unbiased estimates of the mean squared error
Version 0.1.2

Matrix spectral estimators shrink the singular values of a data matrix while keeping the singular vectors unchanged. Higher-order spectral estimators (HOSE) are generalizations of these matrix estimators to tensors. HOSEs usually contain tuning parameters that must be chosen by the user. This package provides methods to calculate these HOSEs and choose these tuning parameters by minimizing an unbiased estimate of the mean squared error.

Getting started

Package details

URL http://github.com/dcgerard/hose
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
dcgerard/hose documentation built on Jan. 24, 2018, 10:20 a.m.