SPCAvRP: Sparse Principal Component Analysis via Random Projections (SPCAvRP)
Version 0.2

Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2017) . The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.

Getting started

Package details

AuthorMilana Gataric, Tengyao Wang and Richard J. Samworth
Date of publication2018-01-16 12:51:09 UTC
MaintainerMilana Gataric <[email protected]>
LicenseGPL-3
Version0.2
URL https://arxiv.org/abs/1712.05630
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SPCAvRP")

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SPCAvRP documentation built on Jan. 20, 2018, 9:06 a.m.