amanpg
0.3.4Alternating Manifold Proximal Gradient Method for Sparse PCA
Overview
Alternating Manifold Proximal Gradient Method for Sparse PCA uses the Alternating Manifold Proximal Gradient (AManPG) method to find sparse principal components from a data or covariance matrix. Provides a novel algorithm for solving the sparse principal component analysis problem which provides advantages over existing methods in terms of efficiency and convergence guarantees. Chen, S., Ma, S., Xue, L., & Zou, H. (2020) doi:10.1287/ijoo.2019.0032. Zou, H., Hastie, T., & Tibshirani, R. (2006) doi:10.1198/106186006X113430. Zou, H., & Xue, L. (2018) doi:10.1109/JPROC.2018.2846588.
Install
Health
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 67%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
5 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2021-07-26
- Total releases
- 5 / 5 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 4.0 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet