Performs block diagonal covariance matrix detection using singular vectors (BD-SVD), which can be extended to hierarchical variable clustering (HC-SVD). The methods are described in Bauer (2024) <doi:10.1080/10618600.2024.2422985> and Bauer (202X) <doi:10.48550/arXiv.2308.06820>.
Version: | 0.2.1 |
Imports: | irlba, methods, stats |
Suggests: | cvCovEst, mvtnorm, testthat (≥ 3.0.0) |
Published: | 2025-01-08 |
DOI: | 10.32614/CRAN.package.bdsvd |
Author: | Jan O. Bauer [aut, cre], Ron Holzapfel [aut] |
Maintainer: | Jan O. Bauer <j.bauer at vu.nl> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | bdsvd results |
Reference manual: | bdsvd.pdf |
Package source: | bdsvd_0.2.1.tar.gz |
Windows binaries: | r-devel: bdsvd_0.2.1.zip, r-release: bdsvd_0.2.1.zip, r-oldrel: bdsvd_0.2.1.zip |
macOS binaries: | r-release (arm64): bdsvd_0.2.1.tgz, r-oldrel (arm64): bdsvd_0.2.1.tgz, r-release (x86_64): bdsvd_0.2.1.tgz, r-oldrel (x86_64): bdsvd_0.2.1.tgz |
Old sources: | bdsvd archive |
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