SOPC {SOPC}

The sparse online principal component can not only process online data sets, but also obtain a sparse solution of online data sets.

Description

The sparse online principal component can not only process online data sets, but also obtain a sparse solution of online data sets.

Usage

SOPC(data, m, gamma, eta)

Arguments

data

is a highly correlated online data set

m

is the number of principal component

gamma

is a sparse parameter

eta

is the proportion of online data to total data

Value

Aso,Dso

Examples

require(elasticnet)
SOPC(PSA,3,0.03,0.6)