chavent/sparsePCA: sparse and group-sparse PCA
Version 1.0

This package performs sparse or group-sparse principal component analysis. Deflation and block algorithms are implemented. Five different definition of explained variance for a set of non orhogonal components are also implemented.

Getting started

Package details

AuthorMarie Chavent
MaintainerMarie Chavent <[email protected]>
LicenseGPL (>=2.0)
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("chavent/sparsePCA")
chavent/sparsePCA documentation built on July 2, 2017, 1:14 a.m.