ltsspca v0.1.0

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Sparse Principal Component Based on Least Trimmed Squares

Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) <DOI:10.1080/00401706.2019.1671234>.

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ltsspca

Functions in ltsspca

Name Description
Glass Glass data
dataSim Simulate data
ltsspcaRw Reweighted LTS-SPCA
ltspca Principal Component Analysis Based on Least Trimmed Squaers (LTS-PCA)
sPCA_rSVD Sparse Principal Component Analysis via Regularized Singular Value Decompsition (sPCA-rSVD)
mydiagPlot Make diagnostic plot using the estimated PC subspace
ltsspca Sparse Principal Component Analysis Based on Least Trimmed Squaers (LTS-SPCA)
Angle Standardized last principal angle
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Vignettes of ltsspca

Name
example.Rmd
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Details

Type Package
Date 2019-09-13
License GPL (>= 2)
Encoding UTF-8
LazyData yes
VignetteBuilder knitr
LinkingTo Rcpp, RcppArmadillo
RoxygenNote 6.1.1
NeedsCompilation yes
Packaged 2019-10-07 19:44:19 UTC; wangy
Repository CRAN
Date/Publication 2019-10-09 13:20:02 UTC

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