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.
| Version: | 1.0.0 |
| Imports: | stats |
| Published: | 2023-08-17 |
| DOI: | 10.32614/CRAN.package.SPEV |
| Author: | Rebecca Hurwitz [aut, cre], Georg Hahn [ctb] |
| Maintainer: | Rebecca Hurwitz <rebeccahurwitz at hsph.harvard.edu> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | SPEV results |
| Reference manual: | SPEV.html , SPEV.pdf |
| Package source: | SPEV_1.0.0.tar.gz |
| Windows binaries: | r-devel: SPEV_1.0.0.zip, r-release: SPEV_1.0.0.zip, r-oldrel: SPEV_1.0.0.zip |
| macOS binaries: | r-release (arm64): SPEV_1.0.0.tgz, r-oldrel (arm64): SPEV_1.0.0.tgz, r-release (x86_64): SPEV_1.0.0.tgz, r-oldrel (x86_64): SPEV_1.0.0.tgz |
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