5
$\begingroup$

I'd like to run sparse PCA on some economic data. There appear to be several R functions available including elasticnet and PMA but I wanted to check if anyone had something coded up directly in MMA they might be willing share?

Thanks, Peter

$\endgroup$
2
  • $\begingroup$ Did you give RLink a try? Its meant for such purpose where you can mix and use existing R code/library on the fly from your Mathematica code. $\endgroup$ Commented Jan 25, 2014 at 12:32
  • $\begingroup$ @PlatoManiac Thanks, yes intend to use RLink if no MMA code available. Wanted to check if MMA version available so I might have more control over algo and diagnostics. $\endgroup$
    – pjc42
    Commented Jan 25, 2014 at 19:10

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.