Implements the algorithms for solving sparse generalized eigenvalue problem by Tan, et. al. (2018). Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow. To appear in Journal of the Royal Statistical Society: Series B. <doi:10.48550/arXiv.1604.08697>.
| Version: | 1.0 |
| Depends: | MASS |
| Published: | 2018-08-31 |
| DOI: | 10.32614/CRAN.package.rifle |
| Author: | Kean Ming Tan |
| Maintainer: | Kean Ming Tan <ktan at umn.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | rifle results |
| Reference manual: | rifle.html , rifle.pdf |
| Package source: | rifle_1.0.tar.gz |
| Windows binaries: | r-devel: rifle_1.0.zip, r-release: rifle_1.0.zip, r-oldrel: rifle_1.0.zip |
| macOS binaries: | r-release (arm64): rifle_1.0.tgz, r-oldrel (arm64): rifle_1.0.tgz, r-release (x86_64): rifle_1.0.tgz, r-oldrel (x86_64): rifle_1.0.tgz |
| Reverse depends: | EESPCA |
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