This is the R package for paper: "Optimal Sparse Singular Value Decomposition for High-Dimensional High-Order Data" by Anru Zhang and Rungang Han (2019) Journal of the American Statistical Association.
@article{zhang2019optimal, title={Optimal Sparse Singular Value Decomposition for High-Dimensional High-Order Data}, author={Zhang, Anru and Han, Rungang}, journal={Journal of the American Statistical Association}, volume={114}, number={528}, pages={1708--1725}, year={2019}, publisher={Taylor and Francis Ltd} }
STATSVD requires the following packages for full functionality: 'MASS', 'rTensor', 'ssvd'. Use the following commands for installation:
library(devtools)
devtools::install_github("Rungang/STATSVD")
See example.R for illustration.
Please contact rhan32@stat.wisc.edu with any questions or comments.