sparsepca
0.1.2Sparse 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.
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- NOTE2026-03-109 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.1.2Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2018-04-11
- Total releases
- 1 / 8 yrs
- License
- GPL (>= 3) OSI
- Download size
- 8.1 KB
- Installed size
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- With dependencies
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