Take a look at the elasticnet package. -Christos
> -----Original Message----- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@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 > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
