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.


Reference manual

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0.4 by Milana Gataric, 2 years ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-3 license

Depends on parallel, MASS

See at CRAN