Table 2. Overview of sparse principal component analysis (sPCA) methods used.
KSS: Karlis-Saporta-Spinaki criterion. Package: R package implementation; Features: short description of the method; Choice: method of selection of the number of informative components in real data; PCs: number of informative PCs.
Method | Package | Authors | Features | Choice | PCs |
---|---|---|---|---|---|
RSPCA | pcaPP | Croux et al., 2013 | Robust sPCA (RSPCA), different measure of dispersion () | Permutation KSS | 6 |
SFPCA | Code in publication, Supplementary Material | Guo et al., 2010 | Fused penalties for block correlation | KSS | 6 |
sPCA | elasticnet | Zou et al., 2006 | Formulation of sPCA as a regression problem | KSS | 6 |
SCA | SCA | Chen and Rohe, 2021 | Rotation of eigen vectors for approximate sparsity | Permutation KSS | 6 |