Package index

Primary functions

euspca()

Exactly uncorrelated sparse principal component analysis (EUSPCA) with \(\ell_1\) regularization

print(<euspca>)

Print method for euspca objects

Sub functions

euspca_dat()

solves EUSPCA with \(\ell_1\) regularization when a data matrix is given

euspca_sig()

solves EUSPCA with \(\ell_1\) regularization when an empirical covariance/correlation matrix is given

Datasets

syn

Covariance matrix of Synthetic example