An implementation of the GPower method for Sparse PCA based on the paper by M. Journee, Y. Nestrov, R. Sepulchre, Generalized Power Method for Sparse Principal Component Analysis (2010).
To install the package with devtools:
devtools::install_github("plofknaapje/gpowerr")
Two usage examples are included in the folder thesis_files.
Designed by Floor Schreurs
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