SAPC

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

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

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

<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>

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

Description

Usage

Value

Arguments

Examples