We implement full-ranked, rank-penalized, and adaptive nuclear norm penalized estimation methods using multivariate mixture models proposed by Kang, Chen, and Yao (2022+).
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0.1-2 by Suyeon Kang, 5 years ago
Browse source code at https://github.com/cran/rrMixture
Authors: Suyeon Kang [aut, cre] , Weixin Yao [aut] , Kun Chen [aut]
Documentation: PDF Manual
GPL (>= 2) license
Imports MASS, Rcpp, Matrix, matrixcalc, gtools, utils
Suggests bayesm, rrpack, knitr, rmarkdown
Linking to Rcpp, RcppArmadillo
See at CRAN