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SPEV
View on CRAN: Click
here
Download and install SPEV package within the R console
Install from CRAN:
install.packages("SPEV")
Install from Github:
library("remotes")
install_github("cran/SPEV")
Install by package version:
library("remotes")
install_version("SPEV", "1.0.0")
Attach the package and use:
library("SPEV")
Maintained by
Rebecca Hurwitz
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-17
Latest Update: 2023-08-17
Description:
We provide functionality to implement penalized PCA with an option to smooth the objective function using Nesterov smoothing. Two functions are available to compute a user-specified number of eigenvectors. The function unsmoothed_penalized_EV() computes a penalized PCA without smoothing and has three parameters (the input matrix, the Lasso penalty, and the number of desired eigenvectors). The function smoothed_penalized_EV() computes a smoothed penalized PCA using the same parameters and additionally requires the specification of a smoothing parameter. Both functions return a matrix having the desired eigenvectors as columns.
How to cite:
Rebecca Hurwitz (2023). SPEV: Unsmoothed and Smoothed Penalized PCA using Nesterov Smoothing. R package version 1.0.0, https://cran.r-project.org/web/packages/SPEV
Previous versions and publish date:
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