Sparse Principal Component Analysis with Multiple Principal Components

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Documentation for package ‘msPCA’ version 0.5.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

feasibility_violation_off	Feasibility Violation
fraction_variance_explained	Fraction of Variance Explained
fraction_variance_explained_perPC	Fraction of Variance Explained Per PC
mspca	Multiple Sparse PCA
print.mspca	Print an mspca Object
snp500	Market-deflated correlation matrix of S&P 500 daily returns
summary.mspca	Summarize an mspca Object
tpm	Truncated Power Method
variance_explained_perPC	Variance Explained Per PC