Sparse Principal Component Analysis (SPCA)
Overview
Sparse principal component analysis (SPCA) attempts to find sparse weight vectors (loadings), i.e., a weight vector with only a few 'active' (nonzero) values. This approach provides better interpretability for the principal components in high-dimensional data settings. This is, because the principal components are formed as a linear combination of only a few of the original variables. This package provides efficient routines to compute SPCA. Specifically, a variable projection solver is used to compute the sparse solution. In addition, a fast randomized accelerated SPCA routine and a robust SPCA routine is provided. Robust SPCA allows to capture grossly corrupted entries in the data. The methods are discussed in detail by N. Benjamin Erichson et al. (2018) arXiv:1804.00341.
Install
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Maintainer: ‘N. Benjamin Erichson <erichson@uw.edu>’
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Erichson et al. (2018) <arXiv:1804.00341>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.- NOTE11 OK, 2 NOTENow
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Documentation
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Dependencies
Installing sparsepca adds 1 package (0 with compiled code, 3.3 MB of source tarballs). Heaviest: rsvd 3.3 MB.
Code & Tests
People & History
Maintainer since 0.1.2 (2018)
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.1.2Latest2018-04-11 · current release
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-04-11
- Total releases
- 1 / 8 yrs
- License
- GPL (>= 3) OSI
- Download size
- 8.1 KB
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