rospca v1.0.4

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Robust Sparse PCA using the ROSPCA Algorithm

Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <DOI:10.1080/00401706.2015.1093962>.

Functions in rospca

Name Description
dataGen Generate sparse data with outliers
diagPlot Diagnostic plot for PCA
selectLambda Selection of sparsity parameter using IC
selectPlot Selection plot
zeroMeasure Zero measure
Glass Glass data
angle Standardised last principal angle
robpca ROBust PCA algorithm
rospca RObust Sparse PCA algorithm
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Details

Date 2018-02-26
License GPL (>= 2)
URL https://github.com/TReynkens/rospca
BugReports https://github.com/TReynkens/rospca/issues
ByteCompile yes
NeedsCompilation no
Packaged 2018-02-26 08:10:18 UTC; u0092915
Repository CRAN
Date/Publication 2018-02-26 08:21:16 UTC

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