SOPC: The sparse online principal component can not only process...

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SOPCR Documentation

The sparse online principal component can not only process online data sets, but also obtain a sparse solution of online data sets.

Description

The sparse online principal component can not only process online data sets, but also obtain a sparse solution of online data sets.

Usage

SOPC(data, m, gamma, eta)

Arguments

data

is a highly correlated online data set

m

is the number of principal component

gamma

is a sparse parameter

eta

is the proportion of online data to total data

Value

Aso,Dso

Examples

require(elasticnet)
SOPC(PSA,3,0.03,0.6)

SOPC documentation built on May 31, 2023, 7:42 p.m.

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