Sparse Generalized Principal Component Analysis

Description

Functions for computing Sparse Generalized Principal Components, including functions for modeling structured correlation

Details

Package: sgpca
Type: Package
Version: 1.0
Date: 2012-07-05
License: BSD-3

Author(s)

Frederick Campbell

Maintainer: Frederick Campbell <frederick.campbell@rice.edu>

References

Genevera I. Allen, Logan Grosenick, and Jonathan Taylor, "A generalized least squares matrix decomposition", arXiv:1102.3074, 2011.