CRAN/E | ltsspca

ltsspca

Sparse Principal Component Based on Least Trimmed Squares

Installation

About

Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) doi:10.1080/00401706.2019.1671234.

Key Metrics

Version 0.1.0
R ≥ 3.2.0
Published 2019-10-09 1663 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks ltsspca results

Downloads

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Maintainer

Maintainer

Yixin Wang

wangyixin07@outlook.com

Authors

Yixin Wang

aut / cre

Stefan Van Aelst

aut

Holger Cevallos Valdiviezo

ctb

(Original R code for the LTS-PCA algorithm)

Tom Reynkens

ctb

(Original R code for angle in the rospca package)

Material

README
Reference manual
Package source

Vignettes

LTS-SPCA example

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

Depends

R ≥ 3.2.0

Imports

Rcpp ≥ 1.0.1
pracma

Suggests

robustbase
rrcov
stats
mvtnorm
graphics
knitr
rmarkdown
testthat

LinkingTo

Rcpp
RcppArmadillo