chavent/sparsePCA: sparse and group-sparse PCA

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)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
chavent/sparsePCA documentation built on May 13, 2019, 3:39 p.m.