#'
C1 = diag(c(1.1, 0.9, 0.6))
C2 = matrix(c(1.1, 0.1, -0.1,
0.1, 1.0, -0.2,
-0.1, -0.2, 0.7), ncol = 3)
C3 = (C1 + C2)/2
pca = sparsePCAloc(eta = 1, gamma = 0.5, cor = FALSE, COVS = list(C1, C2, C3),
n_max = 100, increase_rho = list(FALSE, 100, 1), trace = FALSE)
summary(pca)
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