ltsspca: Sparse Principal Component Based on Least Trimmed Squares
Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) <doi:10.1080/00401706.2019.1671234>.
| Version: |
0.1.0 |
| Depends: |
R (≥ 3.2.0) |
| Imports: |
Rcpp (≥ 1.0.1), pracma |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
robustbase, rrcov, stats, mvtnorm, graphics, knitr, rmarkdown, testthat |
| Published: |
2019-10-09 |
| DOI: |
10.32614/CRAN.package.ltsspca |
| Author: |
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) |
| Maintainer: |
Yixin Wang <wangyixin07 at outlook.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
ltsspca results |
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