arrayspc {elasticnet} | R Documentation |
Sparse PC by iterative SVD and soft-thresholding
arrayspc(x,K=1,para,use.corr=FALSE, max.iter=100,trace=FALSE,eps=1e-3)
x |
The microarray matrix. |
K |
Number of components. Default is 1. |
para |
The thresholding parameters. A vector of length K. |
use.corr |
Perform PCA on the correlation matrix? This option is only effective when the argument type is set "data". |
max.iter |
Maximum number of iterations. |
trace |
If TRUE, prints out its progress. |
eps |
Convergence criterion. |
The function is equivalent to a special case of spca() with the quadratic penalty=infinity. It is specifically designed for the case p>>n, like microarrays.
A "arrayspc" object is returned.
Hui Zou, Trevor Hastie and Robert Tibshirani
Zou, H., Hastie, T. and Tibshirani, R. (2004) "Sparse principal component analysis" Technical report, Statistics Dept. Stanford University
spca, princomp