README.md

Description

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.

Install

To install the current development version from github, use :

```{r eval=FALSE} devtools::install_github("chavent/sparsePCA")

This needs the devtools package to be installed :

install.packages("devtools")

```



chavent/sparsePCA documentation built on July 2, 2017, 1:14 a.m.