ltsspca: Sparse Principal Component Based on Least Trimmed Squares

Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) <DOI:10.1080/00401706.2019.1671234>.

Package details

AuthorYixin Wang [aut, cre], Stefan Van Aelst [aut], Holger Cevallos Valdiviezo [ctb] (Original R code for the LTS-PCA algorithm), Tom Reynkens [ctb] (Original R code for angle in the rospca package)
MaintainerYixin Wang <[email protected]>
LicenseGPL (>= 2)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ltsspca")

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ltsspca documentation built on Oct. 9, 2019, 5:06 p.m.