spca

MaRDI QIDQ7370047CRANFDO

Authors Giovanni Maria Merola

Last update 23 September 2026

Copyright license GNU Affero General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.6.0, 1.1.1, 1.1.3, 1.1.4

Description

Implements least-squares sparse principal component analysis with cardinality constraints. The package has an efficient C++ backend and provides functions for fitting, summarizing, comparing, and visualizing sparse principal component models. The approach follows Merola (2015) <doi:10.1111/anzs.12128> and Merola and Chen (2019) <doi:10.1016/j.jmva.2019.04.001>.

Cites work

• Least squares sparse principal component analysis: a backward elimination approach to attain large loadings
• Projection sparse principal component analysis: an efficient least squares method

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