Sparse Principal Component Analysis via Random Projections (SPCAvRP)

Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2018) . The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.


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Reference manual

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install.packages("SPCAvRP")

0.4 by Milana Gataric, 4 months ago


https://arxiv.org/abs/1712.05630


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


Authors: Milana Gataric , Tengyao Wang and Richard J. Samworth


Documentation:   PDF Manual  


GPL-3 license


Depends on parallel, MASS


See at CRAN