msPCA - Sparse Principal Component Analysis with Multiple Principal Components

Implements an algorithm for computing multiple sparse principal components of a dataset. The method is based on Cory-Wright and Pauphilet "Sparse PCA with Multiple Components" (2026) <doi:10.1287/opre.2023.0598>. The algorithm uses an iterative deflation heuristic with a truncated power method applied at each iteration to compute sparse principal components with controlled sparsity.