elasticnet: pitprops – R documentation

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pitprops

Pitprops correlation data

The pitprops data is a correlation matrix that was calculated from 180 observations. There are 13 explanatory variables.

data(pitprops)

Jeffers (1967) tried to interpret the first six PCs. This is a classical example showing the difficulty of interpreting principal components.

Jeffers, J. (1967) "Two case studies in the application of principal component", Applied Statistics, 16, 225-236.

Elastic-Net for Sparse Estimation and Sparse PCA

v1.3

GPL (>= 2)

Authors

Hui Zou <zouxx019@umn.edu> and Trevor Hastie <hastie@stanford.edu>

Initial release

2020-05-15