Robust Sparse PCA using the ROSPCA Algorithm
Standardised last principal angle
Generate sparse data with outliers
Diagnostic plot for PCA
ROBust PCA algorithm
RObust Sparse PCA algorithm
Selection of sparsity parameter using IC
Selection plot
Zero measure
Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <DOI:10.1080/00401706.2015.1093962>.
Useful links