rsvddpd (Q119652)
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Robust Singular Value Decomposition using Density Power Divergence
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | rsvddpd |
Robust Singular Value Decomposition using Density Power Divergence |
Statements
20 September 2025
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Computing singular value decomposition with robustness is a challenging task. This package provides an implementation of computing robust SVD using density power divergence (<doi:10.48550/arXiv.2109.10680>). It combines the idea of robustness and efficiency in estimation based on a tuning parameter. It also provides utility functions to simulate various scenarios to compare performances of different algorithms.
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