spca-package: spca: A package for lasso-penalized singular value...

Description References

Description

The package implements the lasso-penalized singular value decomposition, and principal components analyis of Witten, Hastie and Tibshirani (2009). It is similar to some of the functionality in the PMA package.

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.