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.
Details
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.
Value
A "arrayspc" object is returned.
Author(s)
Hui Zou, Trevor Hastie and Robert Tibshirani
References
Zou, H., Hastie, T. and Tibshirani, R. (2004) "Sparse principal component
analysis" Technical report, Statistics Dept. Stanford University