spca - Least Squares Sparse Principal Components Analysis

Implements least-squares sparse principal component analysis with cardinality constraints. The package has an efficient C++ backend and provides functions for fitting, summarizing, comparing, and visualizing sparse principal component models. The approach follows Merola (2015) <doi:10.1111/anzs.12128> and Merola and Chen (2019) <doi:10.1016/j.jmva.2019.04.001>.