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To cite sparseEigen in publications use:

Benidis K, Sun Y, Babu P, Palomar DP (2016). “Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation.” IEEE Transactions on Signal Processing, 64(23), 6211–6226. http://www.danielppalomar.com/publications.html.

Corresponding BibTeX entry:

  @Article{,
    title = {Orthogonal Sparse PCA and Covariance Estimation via
      Procrustes Reformulation},
    author = {K. Benidis and Y. Sun and P. Babu and D. P. Palomar},
    journal = {IEEE Transactions on Signal Processing},
    year = {2016},
    volume = {64},
    number = {23},
    pages = {6211--6226},
    url = {http://www.danielppalomar.com/publications.html},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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