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2009 Apr 02
0
Sparse PCA problem
...pc5 number of non zero loading is 1
pc6 number of non zero loading is 1
*How can I know in which pc,s how many non zero loadings will be? Any
code??? One answer can be cross validation but I did not find in the
package. *
**
*Thanks for your help*
*Code:*
library(elasticnet)
> out2<-spca(pitprops,*K=6*,type="Gram",sparse="varnum",trace=TRUE,*
para=c(7,4,4,1,1,1))
*iterations 10
iterations 20
iterations 30
iterations 40
> out2
Call:
spca(x = pitprops, K = 6, para = c(7, 4, 4, 1, 1, 1), type = "Gram",
sparse = "varnum", trace = TRUE)
6 sparse PCs...