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
>
> [[alternative HTML version deleted]]
>
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