vsp {vsp}

Semi-Parametric Factor Analysis via Vintage Sparse PCA

Description

This code implements TODO.

Usage

vsp(x, rank, ...)

## Default S3 method:
vsp(x, rank, ...)

## S3 method for class 'matrix'
vsp(
  x,
  rank,
  ...,
  center = FALSE,
  recenter = FALSE,
  degree_normalize = TRUE,
  renormalize = FALSE,
  tau_row = NULL,
  tau_col = NULL,
  kaiser_normalize_u = FALSE,
  kaiser_normalize_v = FALSE,
  rownames = NULL,
  colnames = NULL
)

## S3 method for class 'Matrix'
vsp(
  x,
  rank,
  ...,
  center = FALSE,
  recenter = FALSE,
  degree_normalize = TRUE,
  renormalize = FALSE,
  tau_row = NULL,
  tau_col = NULL,
  kaiser_normalize_u = FALSE,
  kaiser_normalize_v = FALSE,
  rownames = NULL,
  colnames = NULL
)

## S3 method for class 'dgCMatrix'
vsp(
  x,
  rank,
  ...,
  center = FALSE,
  recenter = FALSE,
  degree_normalize = TRUE,
  renormalize = FALSE,
  tau_row = NULL,
  tau_col = NULL,
  kaiser_normalize_u = FALSE,
  kaiser_normalize_v = FALSE,
  rownames = NULL,
  colnames = NULL
)

## S3 method for class 'igraph'
vsp(x, rank, ..., edge_weights = NULL)

Arguments

x

Either a graph adjacency matrix, igraph::igraph or tidygraph::tbl_graph. If x is a matrix or Matrix::Matrix then x[i, j] should correspond to the edge going from node i to node j.

rank

The number of factors to calculate.

...

These dots are for future extensions and must be empty.

center

Should the adjacency matrix be row and column centered? Defaults to FALSE.

recenter

Should the varimax factors be re-centered around the original factor means? Only used when center = TRUE, defaults to FALSE.

degree_normalize

Should the regularized graph laplacian be used instead of the raw adjacency matrix? Defaults to TRUE. If center = TRUE, A will first be centered and then normalized.

renormalize

Should the regularized graph laplacian be used instead of the raw adjacency matrix? Defaults to TRUE. If center = TRUE, A will first be centered and then normalized.

tau_row

Row regularization term. Default is NULL, in which case we use the row degree. Ignored when degree_normalize = FALSE.

tau_col

Column regularization term. Default is NULL, in which case we use the column degree. Ignored when degree_normalize = FALSE.

kaiser_normalize_u

Whether or not to use Kaiser normalization when rotating the left singular vectors U. Defaults to FALSE.

kaiser_normalize_v

Whether or not to use Kaiser normalization when rotating the right singular vectors V. Defaults to FALSE.

rownames

Character vector of row names of x. These row names are propagated into the row names of the U and Z. Defaults to NULL.

colnames

Character vector of column names of x. These column names are propagated into the row names of the V and Y. Defaults to NULL.

edge_weights

When x is an igraph::igraph, an edge attribute to use to form a weighted adjacency matrix.

Details

Sparse SVDs use RSpectra for performance.

Value

An object of class vsp. TODO: Details

Examples

library(LRMF3)

vsp(ml100k, rank = 2)