sparseWeightBasedPCA: Regularized weight based Simultaneous Component Analysis (SCA) and Principal Component Analysis (PCA)

An R package for regularized weight based SCA and PCA

Description

sparseWeightBasedPCA Provides functions for the estimation of sparse SCA and PCA with sparse component weights. The functions are based on alternating least-squares algorithms that alternate between the estimation of the loadings and weights. Also model selection tools are provided to select the meta-parameters of the provided functions. Check the vignettes and package documentation for further details.

Install

You can install the development version of the sparseWeightBasedPCA package from GitHub with:

devtools::install_github("trbKnl/sparseWeightBasedPCA")

Version

0.1

License

GPL (>=2)

Author

Niek C. de Schipper n.c.deschipper@uvt.nl