Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2018) <arXiv:1712.05630>. The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.
|Author||Milana Gataric, Tengyao Wang and Richard J. Samworth|
|Maintainer||Milana Gataric <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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