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

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) <doi:10.1007/s00180-022-01270-z>.

Guangbao Guo

SOPC

The Sparse Online Principal Component Estimation Algorithm

Chunjie Wei

Guoqi Qian

OPC function

<dl><dt>data</dt>
<dd>is a highly correlated online data set</dd>
<dt>m</dt>
<dd>is the number of principal component</dd>
<dt>eta</dt>
<dd>is the proportion of online data to total data</dd></dl>

Arguments

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

<dl>

<dt>data</dt>
<dd>is a highly correlated online data set</dd>


<dt>m</dt>
<dd>is the number of principal component</dd>


<dt>eta</dt>
<dd>is the proportion of online data to total data</dd>

</dl>

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

Description

Usage

Value

Arguments

Examples