Man pages for ipapercodes/FGSPCA
Feature Grouping and Sparse Principal Component Analysis (FGSPCA)

convcheckConvergence check of two successive matrices
coordinate_descent_enetThe coordinate descent for the standard elastic net...
coordinate_descent_LASSOThe coordinate descent for LASSO (elastic net) regression
different_beta_solverDifferent beta solvers
enet_lossThe elastic net loss function
FGSPCAFeature Grouping and Sparse PCA with L2 loss function.
FSGFunL2The Feature Selection and Grouping Function FSGFun with L2...
ObjFun_FG_S_PCA_L2Objective Function of Feature Grouping and Sparse PCA with L2...
ObjFunL2The objective function using L2 loss with three penalty...
PenaltyFunThe penalty function consisting of three parts.
rootmatrixCalculate the root matrix of the given square matrix using...
solvebetaThe SPCA solver of beta for the elastic net problem
total_variance_explainedAdjusted Total Variance by Zou. et.al.(2006)
ipapercodes/FGSPCA documentation built on Dec. 20, 2021, 7:58 p.m.