This project was done as a final project for STA4241 Statistical Learning taught by Professor Joseph Antonelli.
In this project, we present the methods of sparse PCA from Zou et al. 2006 and Witten et al. 2009.
We walk through the derivations for the results presented in these papers in a detailed manner and also walk through how to implement them in R.
Please take a look at the paper and slides in this repository.