Sparse Principal Component Based on Least Trimmed Squares

Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) .


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install.packages("ltsspca")

0.1.0 by Yixin Wang, 2 months ago


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


Authors: Yixin Wang [aut, cre] , Stefan Van Aelst [aut] , Holger Cevallos Valdiviezo [ctb] (Original R code for the LTS-PCA algorithm) , Tom Reynkens [ctb] (Original R code for angle in the rospca package)


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, pracma

Suggests robustbase, rrcov, stats, mvtnorm, graphics, knitr, rmarkdown, testthat

Linking to Rcpp, RcppArmadillo


See at CRAN