Package index

Fitting

mspca()

Multiple Sparse PCA

tpm()

Truncated Power Method

Diagnostics

fraction_variance_explained()

Fraction of Variance Explained

fraction_variance_explained_perPC()

Fraction of Variance Explained Per PC

variance_explained_perPC()

Variance Explained Per PC

feasibility_violation_off()

Feasibility Violation

Methods

print(<mspca>)

Print an mspca Object

summary(<mspca>)

Summarize an mspca Object

Data

snp500

Market-deflated correlation matrix of S&P 500 daily returns