Robust Sparse PCA using the ROSPCA Algorithm

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


Reference manual

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1.0.4 by Tom Reynkens, 3 years ago

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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