SparseBiplots

Sparse Biplots are modern variant of HJ-Biplot which attempts to find sparse loadings, i.e., weight vectors with only a few nonzero values. Introducing a penalty parameter helps improve the interpretation of the model because the axis are formed as a linear combination of only some of the original variables.

This package provides functions to perform the HJ-Biplot (Galindo, 1986) and modifications introducing Ridge, LASSO and Elastic Net penalty