R package RobRSVD: Robust Regularized Singular Value Decomposition. This package provides the function to calculate SVD, regularized SVD, robust SVD and robust regularized SVD method. The robust SVD methods use alternating iteratively reweighted least squares methods. The regularized SVD uses generalized cross validation to choose the optimal smoothing parameters.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Bravo, Jorge M.; Ayuso, Mercedes; Holzmann, Robert; Palmer, Edward: Addressing the life expectancy gap in pension policy (2021)