Outputs the 'C' array from Gerard and Hoff (2015), along with the HOSVD of the data tensor.

This is necessary to calculate the SURE for higher-order spectral estimators.

get_c(X)

Arguments

X	An array of numerics. The data.

Value

C_array An array of numerics. The "C" array from Gerard and Hoff (2015).

hosvd_x A list containing the higher-order SVD of X.

Details

this function only calculates C and the HOSVD so that calculating SURE is faster when doing it over and over again

References

Gerard, D., & Hoff, P. (2015). Adaptive Higher-order Spectral Estimators. arXiv preprint arXiv:1505.02114.

See also

diverge_given_c for calculating the divergence of higher-order spectral estimators using the output of get_c.

sure_given_c for calculating the SURE given the output of get_c.

sure for a wrapper for get_c and sure_given_c.

soft_coord for a coordinate descent algorithm for finding the optimal sure using the output from get_c.