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Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2018) <doi:10.48550/arXiv.1712.05630>. The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.
| Version: | 0.4 |
| Depends: | R (≥ 3.0.0), parallel, MASS |
| Published: | 2019-05-03 |
| DOI: | 10.32614/CRAN.package.SPCAvRP |
| Author: | Milana Gataric, Tengyao Wang and Richard J. Samworth |
| Maintainer: | Milana Gataric <m.gataric at statslab.cam.ac.uk> |
| License: | GPL-3 |
| URL: | https://arxiv.org/abs/1712.05630 |
| NeedsCompilation: | no |
| CRAN checks: | SPCAvRP results |
| Reference manual: | SPCAvRP.pdf |
| Package source: | SPCAvRP_0.4.tar.gz |
| Windows binaries: | r-devel: SPCAvRP_0.4.zip, r-release: SPCAvRP_0.4.zip, r-oldrel: SPCAvRP_0.4.zip |
| macOS binaries: | r-release (arm64): SPCAvRP_0.4.tgz, r-oldrel (arm64): SPCAvRP_0.4.tgz, r-release (x86_64): SPCAvRP_0.4.tgz, r-oldrel (x86_64): SPCAvRP_0.4.tgz |
| Old sources: | SPCAvRP archive |
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These binaries (installable software) and packages are in development.
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