Man pages for dcgerard/hose
Functions to calculate higher-order spectral estimators and their corresponding unbiased estimates of the mean squared error

block_sureWrapper for 'get_c_list' and 'block_sure_given_c_list'.
block_sure_given_c_listCalculates the sure of estimators that shrink subtensors...
block_sure_given_c_list_nonCalculates the SURE of estimators that shrink non-overlapping...
block_sure_nonWrapper for 'get_c_list_non' and...
df_lassoDerivative of soft thresholding shrinkage function.
df_lasso_multDerivative of scaling and soft thresholding shrinkage...
df_S_lassoDerivative of soft thresholding a core array.
df_S_lasso_multDerivative of scaling and soft thresholding a core array.
df_truncateDerivative of truncation spectral function.
diverge_given_cCalculates divergence of HOSE.
eastRound-robbin game statistics from the Eastern NBA conference...
efron_morrisEfron-Morris estimator.
f_lassoSoft thresholding shrinkage function. Same as lasso for...
f_lasso_multScaling and soft thresholding shrinkage function.
f_S_lassoSoft thresholding a core array.
f_S_lasso_multScaling and soft thresholding a core array.
f_truncateTruncation spectral function.
get_basicsCalculates necessary components to calculate the SURE for...
get_cOutputs the 'C' array from Gerard and Hoff (2015), along with...
get_c_listCalculates the necessary components to calculate the SURE for...
get_c_list_nonCalculates the necessary components to calculate the SURE for...
get_trunc_estReturn the estimate from the truncated HOSVD given the hosvd...
hosvd_fullHigher-order SVD using same signed eigenvectors as matix...
listSumSums elements in a list.
mdl_eigenReturns the minimum description length given the eigenvalues.
meetImplements the Modified eivgenvalues estimator for Tucker...
min_efMin Efron-Morris estimator.
pad_circAdds a circular padding after matrix.
pos_partPositive part function.
pos_part_2Positive part function.
score_ylcSCORE method from Yokota, Lee, and Cichoki (2017).
sgd_given_cRuns a stochastic gradient descent to minimize SURE for...
sig_mpEstimate of the variance from Gavish and Donoho (2014) based...
sig_naiveSimplest estimator for variance.
sig_softVariance estimators from Choi et al (2014).
soft_coordRuns an iterative coordinate descent algorithm to minimize...
soft_cvSoft-impute Cross-validation as described in Choi et al...
steinStein's estimator.
sureWrapper for 'get_c' and 'sure_given_c'.
sure_given_basicsCalculates the SURE for estimators that shrink the individual...
sure_given_cCalculates SURE given the output of 'get_c'.
sure_given_c_one_modeWrapper for 'sure_given_c' when only updating one mode.
sure_matrixSURE for spectral shrinkage functions for real matrices.
sure_matrix_complexSURE for spectral shrinkage functions for complex matrices.
sure_rankIterates through all multilinear ranks less than 'max_nrank'...
sure_SWrapper for 'get_basics' and 'sure_given_basics'.
tensor_var_estNon-parametric variance estimation for tensor datasets.
trunc_hosvdMatrix-specific ways to estimate the rank for each mode and...
update_cUpdate scale parameter in scale and soft-thresholding HOSE's.
update_lambdaUpdate of thresholding parameter for scale and...
update_lambda_brentApply Brent's method to update the kth mode when...
westRound-robbin game statistics from the Western NBA conference...
dcgerard/hose documentation built on Jan. 24, 2018, 10:20 a.m.