Eigenvectors from Eigenvalues Sparse Principal Component Analysis (EESPCA)


[Up] [Top]

Documentation for package ‘EESPCA’ version 0.7.0

Help Pages

EESPCA-package Eigenvectors
computeApproxNormSquaredEigenvector Approximates the normed squared eigenvector loadings
computeResidualMatrix Calculates the residual matrix from the reduced rank reconstruction
eespca Eigenvectors from Eigenvalues Sparse Principal Component Analysis (EESPCA)
eespcaCV Cross-validation for Eigenvectors from Eigenvalues Sparse Principal Component Analysis (EESPCA)
eespcaForK Multi-PC version of Eigenvectors from Eigenvalues Sparse Principal Component Analysis (EESPCA)
powerIteration Power iteration method for calculating principal eigenvector and eigenvalue.
reconstruct Calculates the reduced rank reconstruction
reconstructionError Calculates the reduced rank reconstruction error
rifleInit Computes the initial eigenvector for the rifle method of Tan et al.
riflePCACV Sparsity parameter selection via cross-validation for rifle method of Tan et al.
tpower Implementation of the Yuan and Zhang TPower method.
tpowerPCACV Sparsity parameter selection for the Yuan and Zhang TPower method using cross-validation.