Sparse Principal Component Based on Least Trimmed Squares
Standardized last principal angle
Simulate data
Glass data
Principal Component Analysis Based on Least Trimmed Squaers (LTS-PCA)
Sparse Principal Component Analysis Based on Least Trimmed Squaers (LT...
Reweighted LTS-SPCA
Make diagnostic plot using the estimated PC subspace
Sparse Principal Component Analysis via Regularized Singular Value Dec...
Implementation of robust and sparse PCA algorithm of Wang and Van Aelst (2019) <DOI:10.1080/00401706.2019.1671234>.