/sGSVD

Primary LanguageR

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

  1. Greenacre, M. (1984). Theory and applications of correspondence analysis. Academic Press.

  2. Holmes, S., & Josse, J. (2017). Discussion of “50 Years of Data Science”. Journal of Computational and Graphical Statistics, 26(4), 768-769.

  3. 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.