The Sparse Online Principal Component Estimation Algorithm


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Documentation for package ‘SOPC’ version 0.0.2

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IPC The incremental principal components can handle data sets that are updated in real time and streaming data.
OPC The online principal component method refers to the IPC method with the best performance among the IPC, the PPC and the SAPC methods.
PC The traditional principal component method. This method can estimate the eigen space of the data set.
PPC The perturbation principal components can handle data sets that are updated in real time and streaming data.
PSA Prostate Specific Antigen
SAPC The stochastic approximation principal components can handle data sets that are updated in real time and streaming data.
SOPC The sparse online principal component can not only process the real-time updated data set and stream data set, but also obtain the sparse solution of the updated data set.
SPC The sparse principal component can obtain sparse solutions of the eigenmatrix to better explain the relationship between principal components and original variables.