It implements a new method for computing multiple sparse principal components of a dataset. Unlike other available packages, it generates PCs that are sparse and orthogonal, leading to a generally higher fraction of variance explained.
New CRAN Package for sparse PCA – msPCA
The package msPCA is now available on CRAN!
It implements a new method for computing multiple sparse principal components of a dataset. Unlike other available packages, it generates PCs that are sparse and orthogonal, leading to a generally higher fraction of variance explained.
It implements a new method for computing multiple sparse principal components of a dataset. Unlike other available packages, it generates PCs that are sparse and orthogonal, leading to a generally higher fraction of variance explained.