The Sparse Online Principal Component Estimation Algorithm


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Documentation for package ‘SOPC’ version 0.1.0

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IPC The incremental principal component can handle online data sets with highly correlated.
OPC The online principal component method refers to the IPC method with the best performance among the IPC, the PPC and the SAPC methods.
PC The traditional principal component method. This method can estimate the eigen space of the data set.
PPC The perturbation principal component can handle online data sets with highly correlated.
PSA Prostate Specific Antigen
SAPC The stochastic approximation principal component can handle online data sets with highly correlated.
SOPC The sparse online principal component can not only process online data sets, but also obtain a sparse solution of online data sets.
SPC The sparse principal component can obtain sparse solutions of the eigenmatrix to better explain the relationship between principal components and original variables.