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

Package details

AuthorTom 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]
MaintainerTom Reynkens <[email protected]>
LicenseGPL (>= 2)
Version1.0.4
URL https://github.com/TReynkens/rospca
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rospca")

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rospca documentation built on March 18, 2018, 2:24 p.m.