Exploratory Principal Component Analysis


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:


epca is not yet on CRAN. You could install the development version from GitHub with:

# install.packages("devtools")


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

sca(X, k)

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

sma(X, k)

For more examples, please see the vignette:


Getting help

If you encounter a clear bug, please file an issue with a minimal reproducible example on GitHub.


Chen F and Rohe K, “A New Basis for Sparse PCA.”