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ScreeNOT

0.1.0

'ScreeNOT': MSE-Optimal Singular Value Thresholding in Correlated Noise

1packages depend
2.5Kdownloads / year
test coverage
11/13checks pass

Overview

About
Maintained by Elad RomanovFirst published 2023-02-271 releasesCRAN page ↗

Optimal hard thresholding of singular values. The procedure adaptively estimates the best singular value threshold under unknown noise characteristics. The threshold chosen by 'ScreeNOT' is optimal (asymptotically, in the sense of minimum Frobenius error) under the the so-called "Spiked model" of a low-rank matrix observed in additive noise. In contrast to previous works, the noise is not assumed to be i.i.d. or white; it can have an essentially arbitrary and unknown correlation structure, across either rows, columns or both. 'ScreeNOT' is proposed to practitioners as a mathematically solid alternative to Cattell's ever-popular but vague Scree Plot heuristic from 1966. If you use this package, please cite our paper: David L. Donoho, Matan Gavish and Elad Romanov (2023). "ScreeNOT: Exact MSE-optimal singular value thresholding in correlated noise." Annals of Statistics, 2023 (To appear). arXiv:2009.12297.

Install

Health

CRAN checks
2NOTE11OK
Failing flavors
  • NOTE r-devel-linux-x86_64-debian-clang
  • NOTE r-devel-linux-x86_64-debian-gcc
Slowest check: 57 s · r-devel-windows-x86_64
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
0
Dependencies · direct
Check history
  • NOTE2026-03-10
    12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

Documentation
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Examples that run
100%
Documented parameters
100%
Return-value docs
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References docs
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Downloads

2.5K
CRAN downloads in the past year
Rank #22,604 · ~7/day · ~208/mo
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14130 days
48790 days
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Dependencies

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Reverse dependencies
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Code & Tests

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Maintainer (1)
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Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2026-03-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2023-02-27
Total releases
1 / 3 yrs
License
MIT + file LICENSE OSI
Download size
4.2 KB
Installed size
not tracked yet
With dependencies
not tracked yet

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ScreeNOT")
Romanov, E. (2023). ScreeNOT: 'ScreeNOT': MSE-Optimal Singular Value Thresholding in Correlated Noise (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ScreeNOT

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

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APA

Balamuta, J. J. (2026). R Observatory: Metrics for ScreeNOT version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-08-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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