pcaL1

Implementations of several methods for principal component analysis using the L1 norm. The package depends on COIN-OR Clp version >= 1.17.4. The methods implemented are PCA-L1 (Kwak 2008) doi:10.1109/TPAMI.2008.114, L1-PCA (Ke and Kanade 2003, 2005) doi:10.1109/CVPR.2005.309, L1-PCA* (Brooks, Dula, and Boone 2013) doi:10.1016/j.csda.2012.11.007, L1-PCAhp (Visentin, Prestwich and Armagan 2016) doi:10.1007/978-3-319-46227-1_37, wPCA (Park and Klabjan 2016) doi:10.1109/ICDM.2016.0054, awPCA (Park and Klabjan 2016) doi:10.1109/ICDM.2016.0054, PCA-Lp (Kwak 2014) doi:10.1109/TCYB.2013.2262936, and SharpEl1-PCA (Brooks and Dula, submitted).