epca-package {epca}

Exploratory Principal Component Analysis

Description

epca is for comprehending any data matrix that contains low-rank and sparse underlying signals of interest. The package currently features two key tools: (1) sca for sparse principal component analysis and (2) sma for sparse matrix approximation, a two-way data analysis for simultaneously row and column dimensionality reductions.

References

Chen, F. and Rohe K. (2020) "A New Basis for Sparse PCA".