SPCAvRP

Sparse Principal Component Analysis via Random Projections

CRAN Package

Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2018) doi:10.48550/arXiv.1712.05630. The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.

  • Version0.4
  • R version≥ 3.0.0 parallel,
  • LicenseGPL-3
  • Needs compilation?No
  • Last release05/03/2019

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  • Depends1 package