SOPC

The Sparse Online Principal Component Estimation Algorithm

The sparse online principal component can not only process the online data set, but also obtain a sparse solution of the online data set. The philosophy of the package is described in Guo G. (2022) .

Reference manual

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install.packages("SOPC")

0.1.0 by Guangbao Guo, 3 years ago

Browse source code at https://github.com/cran/SOPC

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

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports elasticnet, magrittr, stats

Suggests testthat

Imported by DSFM, DTFM, EFM, SFM.

See at CRAN

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