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Exploratory Principal Component Analysis

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# Exploratory Principal Component Analysis

[![lifecycle](https://img.shields.io/badge/lifecycle-maturing-blue.svg)](https://lifecycle.r-lib.org/articles/stages.html#maturing)

`epca` is an R package for comprehending any data matrix that contains
*low-rank* and *sparse* underlying signals of interest. The package
currently features two key tools:

-   `sca` for **s**parse principal **c**omponent **a**nalysis.
-   `sma` for **s**parse **m**atrix **a**pproximation, a two-way data
    analysis for simultaneously row and column dimensionality
    reductions.

## Installation

You can install the released version of epca from
[CRAN](https://CRAN.R-project.org) with:

``` r
install.packages("epca")
```

or the development version from [GitHub](https://github.com/) with:

``` r
# install.packages("devtools")
devtools::install_github("fchen365/epca")
```

## Example

The usage of `sca` and `sma` is straightforward. For example, to find
`k` sparse PCs of a data matrix `X`:

``` r
sca(X, k)
```

Similarly, we can find a rank-`k` sparse matrix decomposition by

``` r
sma(X, k)
```

For more examples, please see the vignette:

``` r
vignette("epca")
```

## Getting help

If you encounter a clear bug, please file an issue with a minimal
reproducible example on
[GitHub](https://github.com/fchen365/epca/issues).

## Reference

Chen, F., & Rohe, K. (2023). A New Basis for Sparse Principal Component Analysis. _Journal of Computational and Graphical Statistics_, 1-14.
([DOI](https://doi.org/10.1080/10618600.2023.2256502))

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