SPC {SOPC}

The sparse principal component can obtain sparse solutions of the eigenmatrix to better explain the relationship between principal components and original variables.

Description

The sparse principal component can obtain sparse solutions of the eigenmatrix to better explain the relationship between principal components and original variables.

Usage

SPC(data, m, gamma)

Arguments

data

is a highly correlated data set

m

is the number of principal component

gamma

is a sparse parameter

Value

As,Ds

Examples

require(elasticnet)
SPC(data=PSA,m=3,gamma=0.03)