schoonees/spca: Lasso-Penalized Singular Value Decomposition and Sparse Principal Components Analysis
Lasso-penalized singular value decomposition, and principal components analyis based on this decomposition. The algorithms are based on Witten, Hastie and Tibshirani (2009), and is similar to that in the \pkg{PMA} package.
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Package details |
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| Author | Pieter Schoonees [aut, cre] |
| Maintainer | Pieter Schoonees <schoonees@gmail.com> |
| License | GPL-3 |
| Version | 1.1 |
| URL | https://github.com/schoonees/spca |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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