Other packages > Find by keyword >

sparseEigen  

Computation of Sparse Eigenvectors of a Matrix
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("sparseEigen", "0.1.0")



Attach the package and use:
library("sparseEigen")
Maintained by
Daniel P. Palomar
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-12-21
Latest Update: 2017-12-21
Description:
Computation of sparse eigenvectors of a matrix (aka sparse PCA) with running time 2-3 orders of magnitude lower than existing methods and better final performance in terms of recovery of sparsity pattern and estimation of numerical values. Can handle covariance matrices as well as data matrices with real or complex-valued entries. Different levels of sparsity can be specified for each individual ordered eigenvector and the method is robust in parameter selection. See vignette for a detailed documentation and comparison, with several illustrative examples. The package is based on the paper: K. Benidis, Y. Sun, P. Babu, and D. P. Palomar (2016). "Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation," IEEE Transactions on Signal Processing <doi:10.1109/TSP.2016.2605073>.
How to cite:
Daniel P. Palomar (2017). sparseEigen: Computation of Sparse Eigenvectors of a Matrix. R package version 0.1.0, https://cran.r-project.org/web/packages/sparseEigen. Accessed 26 Aug. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited sparseEigen R package
View sparseEigen citation profile
Other R packages that sparseEigen depends, imports, suggests or enhances
Complete documentation for sparseEigen
Functions, R codes and Examples using the sparseEigen R package
Some associated functions: spEigen . spEigenCov . 
Some associated R codes: spEigen.R . spEigenCov.R .  Full sparseEigen package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

ncodeR  
Techniques for Automated Classifiers
A set of techniques that can be used to develop, validate, and implement automated classifiers. A po ...
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  
SelvarMix  
Regularization for Variable Selection in Model-Based Clustering and Discriminant Analysis
Performs a regularization approach to variable selection in themodel-based clustering and classifica ...
Download / Learn more Package Citations See dependency  
clinUtils  
General Utility Functions for Analysis of Clinical Data
Utility functions to facilitate the import, the reporting and analysis of clinical data. Example ...
Download / Learn more Package Citations See dependency  
PCADSC  
Tools for Principal Component Analysis-Based Data Structure Comparisons
A suite of non-parametric, visual tools for assessing differences in data structures for two datase ...
Download / Learn more Package Citations See dependency  
leafgl  
High-Performance 'WebGl' Rendering for Package 'leaflet'
Provides bindings to the 'Leaflet.glify' JavaScript library which extends the 'leaflet' JavaScript l ...
Download / Learn more Package Citations See dependency  

28,332

R Packages

239,283

Dependencies

75,113

Author Associations

28,333

Publication Badges

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