SOPC
The Sparse Online Principal Component Estimation Algorithm
v0.1.0
·
May 6, 2023
·
MIT + file LICENSE
Description
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>.
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