Package index • pcpr

PCP algorithms

root_pcp(): Square root principal component pursuit (convex PCP)

rrmc(): Rank-based robust matrix completion (non-convex PCP)

Parameter tuning

get_pcp_defaults(): Retrieve default PCP parameter settings for given matrix

grid_search_cv(): Cross-validated grid search for PCP models

Matrix statistics

matrix_rank(): Estimate rank of a given matrix

sing(): Compute singular values of given matrix

sparsity(): Estimate sparsity of given matrix

Matrix manipulation

hard_threshold(): Hard-thresholding operator

impute_matrix(): Impute missing values in given matrix

proj_rank_r(): Project matrix to rank r

Data simulation, access

queens: Daily chemical concentrations of 26 PM2.5 species from Queens, NYC (2001-2021)

sim_data(): Simulate simple mixtures data

sim_lod(): Simulate limit of detection data

sim_na(): Simulate random missingness in a given matrix