ddpca

Efficient procedures for fitting the DD-PCA (Ke et al., 2019, doi:10.48550/arXiv.1906.00051) by decomposing a large covariance matrix into a low-rank matrix plus a diagonally dominant matrix. The implementation of DD-PCA includes the convex approach using the Alternating Direction Method of Multipliers (ADMM) and the non-convex approach using the iterative projection algorithm. Applications of DD-PCA to large covariance matrix estimation and global multiple testing are also included in this package.

Last 30 days

This package has been downloaded 161 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 9 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,019 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jan 18, 2025 with 28 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.