CRAN/E | SPCAvRP

SPCAvRP

Sparse Principal Component Analysis via Random Projections (SPCAvRP)

Installation

About

Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2018) . The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.

arxiv.org/abs/1712.05630

Key Metrics

Version 0.4
R ≥ 3.0.0
Published 2019-05-03 1675 days ago
Needs compilation? no
License GPL-3
CRAN checks SPCAvRP results

Downloads

Last 24 hours 0 -100%
Last 7 days 44 +57%
Last 30 days 162 +17%
Last 90 days 436 +6%
Last 365 days 1.877 -38%

Maintainer

Maintainer

Milana Gataric

m.gataric@statslab.cam.ac.uk

Authors

Milana Gataric
Tengyao Wang
Richard J. Samworth

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SPCAvRP archive

Depends

R ≥ 3.0.0
parallel
MASS