sparseWeightBasedPCA: Regularized weight based Simultaneous Component Analysis (SCA) and Principal Component Analysis (PCA)
An R package for regularized weight based SCA and PCA
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.
You can install the development version of the sparseWeightBasedPCA package from GitHub with:
devtools::install_github("trbKnl/sparseWeightBasedPCA")0.1
GPL (>=2)
Niek C. de Schipper n.c.deschipper@uvt.nl