Provides fast spectral estimation of latent factors in random dot product graphs using the vsp estimator. Under mild assumptions, the vsp estimator is consistent for (degree-corrected) stochastic blockmodels, (degree-corrected) mixed-membership stochastic blockmodels, and degree-corrected overlapping stochastic blockmodels.
Version: 0.1.2 Depends: R (≥ 3.1) Imports: clue, ggplot2, glue, invertiforms, LRMF3, magrittr, Matrix, rlang, RSpectra, stats, tibble, withr Suggests: covr, dplyr, GGally, igraph, igraphdata, knitr, purrr, rmarkdown, scales, testthat (≥ 3.0.0), tidygraph, tidyr Published: 2024-11-05 DOI: 10.32614/CRAN.package.vsp Author: Karl Rohe [aut], Muzhe Zeng [aut], Alex Hayes [aut, cre, cph], Fan Chen [aut] Maintainer: Alex Hayes <alexpghayes at gmail.com> BugReports: https://github.com/RoheLab/vsp/issues License: MIT + file LICENSE URL: https://rohelab.github.io/vsp/, https://github.com/RoheLab/vsp NeedsCompilation: no Materials: README NEWS CRAN checks: vsp results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=vsp to link to this page.
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