L1-Norm PCA Methods

Implementations of several methods for principal component analysis using the L1 norm. The package depends on COIN-OR Clp version >= 1.17.4. The methods implemented are PCA-L1 (Kwak 2008) , L1-PCA (Ke and Kanade 2003, 2005) , L1-PCA* (Brooks, Dula, and Boone 2013) , L1-PCAhp (Visentin, Prestwich and Armagan 2016) , wPCA (Park and Klabjan 2016) , awPCA (Park and Klabjan 2016) , PCA-Lp (Kwak 2014) , and SharpEl1-PCA (Brooks and Dula, submitted).

GNU R Package pcaL1: L1-Norm PCA Methods

The package pcaL1 requires a working installation of COIN-OR Clp (including libraries and header files).  See http://www.coin-or.org.