Vignettes and other documentation
Vignettes from package 'msPCA'
msPCA::algorithm-and-implementation
Algorithm and implementation notes
HTML
source
R code
msPCA::case-study-snp500
Case study: sparse factors in S&P 500 returns
HTML
source
R code
msPCA::msPCA
Worked example: msPCA on mtcars
HTML
source
R code