Sequential Co-Sparse Factor Regression

Sequential factor extraction via co-sparse unit-rank estimation (SeCURE).


Reference manual

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0.5 by Aditya Mishra, 3 years ago

Browse source code at

Authors: Aditya Mishra [aut, cre] , Kun Chen [aut, cre]

Documentation:   PDF Manual  

GPL (>= 3.0) license

Imports Rcpp, MASS

Depends on stats, utils

Linking to Rcpp, RcppArmadillo

See at CRAN