[R] Sparse PCA in R

[Christos Hatzis]

Take a look at the elasticnet package.

-Christos 

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of joris meys
> Sent: Tuesday, March 10, 2009 3:43 PM
> To: R-help Mailing List
> Subject: [R] Sparse PCA in R
> 
> Dear all,
> 
> I would like to perform a sparse PCA, but I didn't find any 
> library offering me this in R. Is there one available, or do 
> I have to write the functions myself?
> 
> Kind regards
> Joris Meys
> 
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