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] (<>), 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)
Package repositoryView on CRAN
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rospca documentation built on May 2, 2019, 1:42 p.m.