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:
0.1.3
Depends:
R (≥ 3.1)
Imports:
clue,
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:
2025年08月20日
Author:
Karl Rohe [aut],
Muzhe Zeng [aut],
Alex Hayes
ORCID iD [aut,
cre, cph],
Fan Chen [aut]
Maintainer:
Alex Hayes <alexpghayes at gmail.com>
NeedsCompilation:
no
Documentation:
Downloads:
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