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spca

于 2020-06-30 发布文件大小:3KB

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本程序实现稀疏主成分分析，相关方法在 H. Zou, T. Hastie, and R. Tibshirani的Sparse principal component analysis中有详细介绍(For SPCA, the method introduced in "Sparse principal component analysis" by H. Zou, T. Hastie, and R. Tibshirani)

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