Other packages > Find by keyword >

rpca  

RobustPCA: Decompose a Matrix into Low-Rank and Sparse Components
View on CRAN: Click here


Download and install rpca package within the R console
Install from CRAN:
install.packages("rpca")

Install from Github:
library("remotes")
install_github("cran/rpca")

Install by package version:
library("remotes")
install_version("rpca", "0.2.3")



Attach the package and use:
library("rpca")
Maintained by
Maciek Sykulski
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-07-31
Latest Update: 2015-07-31
Description:
Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Candes, E. J., Li, X., Ma, Y., & Wright, J. (2011). Robust principal component analysis?. Journal of the ACM (JACM), 58(3), 11. prove that we can recover each component individually under some suitable assumptions. It is possible to recover both the low-rank and the sparse components exactly by solving a very convenient convex program called Principal Component Pursuit; among all feasible decompositions, simply minimize a weighted combination of the nuclear norm and of the L1 norm. This package implements this decomposition algorithm resulting with Robust PCA approach.
How to cite:
Maciek Sykulski (2015). rpca: RobustPCA: Decompose a Matrix into Low-Rank and Sparse Components. R package version 0.2.3, https://cran.r-project.org/web/packages/rpca. Accessed 04 Jun. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited rpca R package
View rpca citation profile
Other R packages that rpca depends, imports, suggests or enhances
Complete documentation for rpca
Functions, R codes and Examples using the rpca R package
Some associated functions: F2norm . rpca-package . rpca . thresh.l1 . thresh.nuclear . 
Some associated R codes: robustpca.R .  Full rpca package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

murphydiagram  
Murphy Diagrams for Forecast Comparisons
Data and code for the paper by Ehm, Gneiting, Jordan and Krueger ('Of Quantiles and Expectiles: Con ...
Download / Learn more Package Citations See dependency  
shinybusy  
Busy Indicators and Notifications for 'Shiny' Applications
Add indicators (spinner, progress bar, gif) in your 'shiny' applications to show the user that the ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
AMPLE  
Shiny Apps to Support Capacity Building on Harvest Control Rules
Three Shiny apps are provided that introduce Harvest Control Rules (HCR) for fisheries management. ...
Download / Learn more Package Citations See dependency  
golem  
A Framework for Robust Shiny Applications
An opinionated framework for building a production-ready 'Shiny' application. This package contains ...
Download / Learn more Package Citations See dependency  
phers  
Calculate Phenotype Risk Scores
Use phenotype risk scores based on linked clinical and genetic data to study Mendelian disease and ...
Download / Learn more Package Citations See dependency  

27,268

R Packages

233,548

Dependencies

72,590

Author Associations

27,205

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA