SOPC (version 0.1.0)

The Sparse Online Principal Component Estimation Algorithm

Description

The sparse online principal component can not only process the online data set, but also obtain a sparse solution of the online data set. The philosophy of the package is described in Guo G. (2022) .

Copy Link

Version

Install

install.packages('SOPC')

Monthly Downloads

223

Version

0.1.0

License

MIT + file LICENSE

Maintainer

Guangbao Guo

Last Published

May 7th, 2023

Functions in SOPC (0.1.0)

PSA

Prostate Specific Antigen

SAPC

The stochastic approximation principal component can handle online data sets with highly correlated.

The traditional principal component method. This method can estimate the eigen space of the data set.

PPC

The perturbation principal component can handle online data sets with highly correlated.

%>%

Pipe operator

SOPC

The sparse online principal component can not only process online data sets, but also obtain a sparse solution of online data sets.

SPC

The sparse principal component can obtain sparse solutions of the eigenmatrix to better explain the relationship between principal components and original variables.

IPC

The incremental principal component can handle online data sets with highly correlated.

OPC

The online principal component method refers to the IPC method with the best performance among the IPC, the PPC and the SAPC methods.

Hugging

Heart

Heart failure