The Sparse Online Principal Component Estimation Algorithm

The sparse online principal component can not only process the real-time updated data set and stream data set, but also obtain the sparse solution of the updated data set. The philosophy of the package is described in Guo G. (2018) .


Reference manual

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0.0.1 by Guangbao Guo, 2 months ago

Browse source code at

Authors: Guangbao Guo [aut, cre] , Chunjie Wei [aut] , Guoqi Qian [aut]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports elasticnet, stats

Suggests testthat

See at CRAN