Package: SPCAvRP
Type: Package
Title: Sparse Principal Component Analysis via Random Projections
        (SPCAvRP)
Version: 0.1
Date: 2017-12-19
Author: Milana Gataric, Tengyao Wang and Richard J. Samworth
Maintainer: Milana Gataric <m.gataric@statslab.cam.ac.uk>
Description: Implements the SPCAvRP algorithm, developed and analysed in "Sparse principal component analysis via random projections" Gataric, M., Wang, T. and Samworth, R. J. (2017) <arXiv:1712.05630>. The algorithm is based on the aggregation of eigenvector information from carefully-selected random projections of the sample covariance matrix.
Depends: R (>= 3.0.0), parallel, MASS
License: GPL-3
URL: https://arxiv.org/abs/1712.05630
NeedsCompilation: no
Repository: CRAN
Packaged: 2017-12-19 20:03:26 UTC; mg617
RoxygenNote: 6.0.1
Date/Publication: 2017-12-20 10:51:07 UTC
