SVTApproxImpute: Approximate SVT Imputation

In jeffwong/imputation: imputation

Description

Imputation using Singular Value Thresholding First fill missing values using the mean of the column. Then, compute the SVD of the matrix, and subtract lambda from each of the singular values, thresholding at 0. Impute by multiplying back out the augmented SVD

Usage

  SVTApproxImpute(x, lambda, verbose = F)

Arguments

x	a data frame or matrix where each row represents a different record
lambda	the penalty on the singular values
verbose	if TRUE print status updates

Examples

x = matrix(rnorm(100),10,10)
  x.missing = x > 1
  x[x.missing] = NA
  SVTApproxImpute(x, 3)

jeffwong/imputation documentation built on May 19, 2019, 4:02 a.m.