Exactly Uncorrelated Sparse Principal Component Analysis

This repository provides an R package, euspca, for finding uncorrelated sparse principal components, from the paper:

Oh-Ran Kwon, Zhaosong Lu, and Hui Zou (2024) Exactly Uncorrelated Sparse Principal Component Analysis, Journal of Computational and Graphical Statistics, 33(1), 231-241. DOI: 10.1080/10618600.2023.2232843.

Installation of the R package euspca

Open an R prompt. Then, type the following commands:

library(devtools)
devtools::install_github("ohrankwon/euspca")
library(euspca)