Description
Block Structure Detection Using Singular Vectors.
Description
Performs block diagonal covariance matrix detection using singular vectors (BD-SVD), which can be extended to hierarchical variable clustering (HC-SVD). The methods are described in Bauer (2024) <doi:10.1080/10618600.2024.2422985> and Bauer (202X) <doi:10.48550/arXiv.2308.06820>.
README.md
bdsvd
Block detection using singular value decomposition.