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bdsvd

Block Structure Detection Using Singular Vectors

Provides methods to perform block diagonal covariance matrix detection using singular vectors ('BD-SVD'), which can be extended to inherently sparse principal component analysis ('IS-PCA'). The methods are described in Bauer (2025) <doi:10.1080/10618600.2024.2422985> and Bauer (2026) <doi:10.48550/arXiv.2510.03729>.

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1.2.1 2026-04-09 windows/windows R-4.5 bdsvd_1.2.1.zip 456.0 KiB

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