The (group) sparse Generalized Singular Value Decomposition
Disclaimer
The package sGSVD strongly mimicks the structure of Derek Beaton’s GSVD, see Beaton et al., (2014)..
Installation
# devtools install via github
devtools::install_github("vguillemot/sGSVD")
Example
References
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Greenacre, M. (1984). Theory and applications of correspondence analysis. Academic Press.
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Holmes, S., & Josse, J. (2017). Discussion of “50 Years of Data Science”. Journal of Computational and Graphical Statistics, 26(4), 768-769.
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Beaton, D., Fatt, C. R. C., & Abdi, H. (2014). An ExPosition of multivariate analysis with the singular value decomposition in R. Computational Statistics & Data Analysis, 72, 176-189.