rifle (1.0)

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Sparse Generalized Eigenvalue Problem.

http://cran.r-project.org/web/packages/rifle

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. .

Maintainer: Kean Ming Tan
Author(s): Kean Ming Tan

License: GPL (>= 2)

Uses: MASS

Released 7 months ago.


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