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rospca (version 1.0.4)

Robust Sparse PCA using the ROSPCA Algorithm

Description

Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) .

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Install

install.packages('rospca')

Monthly Downloads

435

Version

1.0.4

License

GPL (>= 2)

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Maintainer

Tom Reynkens

Last Published

February 26th, 2018

Functions in rospca (1.0.4)

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