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Contains logic for computing sparse principal components via the EESPCA method, which is based on an approximation of the eigenvector/eigenvalue identity. Includes logic to support execution of the TPower and rifle sparse PCA methods, as well as logic to estimate the sparsity parameters used by EESPCA, TPower and rifle via cross-validation to minimize the out-of-sample reconstruction error. H. Robert Frost (2021) <doi:10.1080/10618600.2021.1987254>.
| Version: | 0.7.0 |
| Depends: | R (≥ 3.6.0), rifle (≥ 1.0.0), MASS, PMA |
| Published: | 2022-06-15 |
| DOI: | 10.32614/CRAN.package.EESPCA |
| Author: | H. Robert Frost |
| Maintainer: | H. Robert Frost <rob.frost at dartmouth.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | Dartmouth College |
| NeedsCompilation: | no |
| CRAN checks: | EESPCA results |
| Reference manual: | EESPCA.pdf |
| Vignettes: |
EESPCA example |
| Package source: | EESPCA_0.7.0.tar.gz |
| Windows binaries: | r-devel: EESPCA_0.7.0.zip, r-release: EESPCA_0.7.0.zip, r-oldrel: EESPCA_0.7.0.zip |
| macOS binaries: | r-release (arm64): EESPCA_0.7.0.tgz, r-oldrel (arm64): EESPCA_0.7.0.tgz, r-release (x86_64): EESPCA_0.7.0.tgz, r-oldrel (x86_64): EESPCA_0.7.0.tgz |
| Old sources: | EESPCA archive |
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