| Name : R-ddpca
| |
| Version : 1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.5.7
| Date : 2024-06-14 11:42:40
|
| Group : Development/Libraries/Other
| Source RPM : R-ddpca-1.1-lp153.5.7.src.rpm
|
| Size : 0.05 MB
| |
| Packager : (none)
| |
| Summary : Diagonally Dominant Principal Component Analysis
|
Description :
Efficient procedures for fitting the DD-PCA (Ke et al., 2019,
< arXiv:1906.00051>) by decomposing a large covariance matrix into a
low-rank matrix plus a diagonally dominant matrix. The implementation
of DD-PCA includes the convex approach using the Alternating Direction
Method of Multipliers (ADMM) and the non-convex approach using the
iterative projection algorithm. Applications of DD-PCA to large
covariance matrix estimation and global multiple testing are also
included in this package.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
