gpowerr

Generalized Power Sparse PCA in R

Generalized power method for sparse principal component analysis. Implements the method developed by Journee et al. (2010) with a choice between a L1 and L0 regularisation and a column based and block approach. I built this package as a part of my Bachelor End Project for my BSc in Data Science.

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Journee, M., Nesterov, Y., Richtarik, P. and Sepulchre, R. (2010) Generalized Power Method for Sparse Principal Component Analysis. \emph{Journal of Machine Learning Research. 11}, 517-553.