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 25 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

quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  
edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

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