README.md

LTS-SPCA

This is a fast method for sparse and robust principal component analysis.

Reference:

Y. Wang and S. Van Aelst (2019). Sparse Principal Component Based on Least Trimmed Squares. Technometrics, accepted. DOI:10.1080/00401706.2019.1671234.



yixinww/ltsspca documentation built on Nov. 5, 2019, 1:20 p.m.