README.md

In schoonees/spca: Lasso-Penalized Singular Value Decomposition and Sparse Principal Components Analysis

An R Package for Sparse Principal Components Analysis

This package implements the penalized matrix decomposition of Witten, Hastie and Tibshirani (2009), and applies it to sparse principal components analysis. Only the special case where lasso-type penalties are used is currently implemented. Two vignettes are available with some examples and comparisons.

The package can be installed using:

devtools::install_github("schoonees/spca")

Note that the package was created for educational purposes and has not been tested extensively.

References

Witten, D. M., Tibshirani, R., & Hastie, T. (2009). A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis. Biostatistics, 10(3), 515-534.

schoonees/spca documentation built on Jan. 31, 2021, 6:21 p.m.