The files in this repository are used to replicate the numerical experiments associated with the linked publication and as part of the PhD thesis. The main purpose is to assess methods to estimate sparse solution of the PCA problem.
This GitHub repository contains all Matlab codes, R codes, and functions that support the "A guide for sparse PCA: model comparison and applications" (DOI https://doi.org/10.1007/s11336-021-09773-2. The repository includes DataGeneration, Simulation, and Application files.