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msPCA: Sparse Principal Component Analysis with Multiple Principal Components
Implements an algorithm for computing multiple sparse principal components of a dataset. The method is based on Cory-Wright and Pauphilet "Sparse PCA with Multiple Principal Components" (2022) <doi:10.48550/arXiv.2209.14790>. The algorithm uses an iterative deflation heuristic with a truncated power method applied at each iteration to compute sparse principal components with controlled sparsity.
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Package details |
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| Author | Ryan Cory-Wright [aut, cph] (ORCID: <https://orcid.org/0000-0002-4485-0619>), Jean Pauphilet [aut, cre, cph] (ORCID: <https://orcid.org/0000-0001-6352-0984>) |
| Maintainer | Jean Pauphilet <jpauphilet@london.edu> |
| License | MIT + file LICENSE |
| Version | 0.3.0 |
| Package repository | View on CRAN |
| Installation |
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