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rospca: Robust Sparse PCA using the ROSPCA Algorithm
Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <DOI:10.1080/00401706.2015.1093962>.
Getting started
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Package details |
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| Author | Tom Reynkens [aut, cre] (<https://orcid.org/0000-0002-5516-5107>), Valentin Todorov [ctb] (Original R code for PcaHubert and diagnostic plot in rrcov package), Mia Hubert [ctb], Eric Schmitt [ctb], Tim Verdonck [ctb] |
| Maintainer | Tom Reynkens <tomreynkens@hotmail.com> |
| License | GPL (>= 2) |
| Version | 1.0.4 |
| URL | https://github.com/TReynkens/rospca |
| Package repository | View on CRAN |
| Installation |
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