Robust Sparse PCA using the ROSPCA Algorithm

Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) .


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install.packages("rospca")

1.0.4 by Tom Reynkens, 2 years ago


https://github.com/TReynkens/rospca


Report a bug at https://github.com/TReynkens/rospca/issues


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


Authors: Tom Reynkens [aut, cre] , Valentin Todorov [ctb] (Original R code for PcaHubert and diagnostic plot in rrcov package) , Mia Hubert [ctb] , Eric Schmitt [ctb] , Tim Verdonck [ctb]


Documentation:   PDF Manual  


Task views: Robust Statistical Methods


GPL (>= 2) license


Imports stats, graphics, parallel, mrfDepth, robustbase, pcaPP, rrcov, rrcovHD, elasticnet, mvtnorm, pracma


See at CRAN