NEWS.md

In msPCA: Sparse Principal Component Analysis with Multiple Principal Components

msPCA 0.3.0

• Improved scalability of mspca() and tpw() through algorithmic and implementation optimizations.
• Function mspca() now accepts a new hyper-parameter restartsAfterFirstIter that limits the number of random restarts for the truncated power method after the first outer iteration
• Improved scaling of the penalty parameters for the case of zero-correlation constraints
• Fixed incorrect acronym for truncated power method (TPW <- TPM)

msPCA 0.2.0

• Added support for no-correlation constraints between PCs as well as orthogonality constraints. User chooses between orthogonality and uncorrelatedness constraints via the feasibilityConstraintType parameter to msPCA().
• Renamed return field from orthogonality_violation to feasibility_violation to support both constraint types.
• Renamed function feasibility_violation() as orthogonality_violation() to be more explicit
• Created function pairwise_correlation()
• Added warning message when no feasible solution is found

msPCA 0.1.0

• Initial CRAN release

msPCA documentation built on May 16, 2026, 1:08 a.m.