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vsp: Vintage Sparse PCA for Semi-Parametric Factor Analysis
Provides fast spectral estimation of latent factors in random
dot product graphs using the vsp estimator. Under mild assumptions,
the vsp estimator is consistent for (degree-corrected) stochastic
blockmodels, (degree-corrected) mixed-membership stochastic
blockmodels, and degree-corrected overlapping stochastic blockmodels.
| Version: |
0.1.1 |
| Depends: |
R (≥ 3.1) |
| Imports: |
ggplot2, glue, invertiforms, LRMF3, magrittr, Matrix, rlang, RSpectra, stats, tibble, withr |
| Suggests: |
covr, dplyr, GGally, igraph, igraphdata, knitr, purrr, rmarkdown, scales, testthat (≥ 3.0.0), tidygraph, tidyr |
| Published: |
2022-12-05 |
| Author: |
Karl Rohe [aut],
Muzhe Zeng [aut],
Alex Hayes  [aut,
cre, cph],
Fan Chen [aut] |
| Maintainer: |
Alex Hayes <alexpghayes at gmail.com> |
| BugReports: |
https://github.com/RoheLab/vsp/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/RoheLab/vsp |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| CRAN checks: |
vsp results |
Documentation:
Downloads:
Linking:
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https://CRAN.R-project.org/package=vsp
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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