SPCAvRP (0.2)

Sparse Principal Component Analysis via Random Projections (SPCAvRP).

https://arxiv.org/abs/1712.05630
http://cran.r-project.org/web/packages/SPCAvRP

Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2017) . The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.

Maintainer: Milana Gataric
Author(s): Milana Gataric, Tengyao Wang and Richard J. Samworth

License: GPL-3

Uses: MASS

Released almost 2 years ago.