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) .


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install.packages("SOPC")

0.0.1 by Guangbao Guo, 2 months 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, stats

Suggests testthat


See at CRAN