msPCA: An R Package for Sparse PCA with Multiple Components
This study addresses the challenge that traditional sparse principal component analysis (PCA) struggles to simultaneously achieve high explained variance, sparsity, and non-redundancy among multiple principal components in high-dimensional data. To overcome this limitation, the authors propose msPCA, a novel method based on an alternating maximization algorithm that enforces two forms of non-redundancy constraints—either orthogonality of loadings or zero correlation among principal components—while preserving high variance explanation and sparsity. The accompanying open-source R package efficiently scales to datasets with thousands of features, demonstrating superior performance over existing approaches by striking an effective balance between controllable sparsity and computational efficiency.