bootSVD: Fast, Exact Bootstrap Principal Component Analysis for High Dimensional Data

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Implements fast, exact bootstrap Principal Component Analysis and Singular Value Decompositions for high dimensional data, as described in <http://arxiv.org/abs/1405.0922>. For data matrices that are too large to operate on in memory, users can input objects with class 'ff' (see the 'ff' package), where the actual data is stored on disk. In response, this package will implement a block matrix algebra procedure for calculating the principal components (PCs) and bootstrap PCs. Depending on options set by the user, the 'parallel' package can be used to parallelize the calculation of the bootstrap PCs.

Author
Aaron Fisher <fisher@jhu.edu>
Date of publication
2015-06-02 00:22:54
Maintainer
Aaron Fisher <fisher@jhu.edu>
License
GPL-2
Version
0.5
URLs

View on CRAN

Man pages

As2Vs
Convert low dimensional bootstrap components to high...
bootPCA
Quickly calculates bootstrap PCA results (wrapper for...
bootSVD
Calculates bootstrap distribution of PCA (i.e. SVD) results
bootSVD_LD
Calculate bootstrap distribution of n-dimensional PCs
EEG_leadingV
Leading 5 Principal Components (PCs) from EEG dataset
EEG_mu
Functional mean from EEG dataset
EEG_score_var
Empirical variance of the first 5 score variables from EEG...
fastSVD
Fast SVD of a wide or tall matrix
ffmatrixmult
Matrix multiplication with "ff_matrix" or "matrix" inputs
genBootIndeces
Generate a random set of bootstrap resampling indeces
genQ
Generate random orthonormal matrix
getMomentsAndMomentCI
Calculate bootstrap moments and moment-based confidence...
os
Quickly print an R object's size
qrSVD
Wrapper for 'svd', which uses random preconditioning to...
reindexMatricesByK
Used for calculation of low dimensional standard errors &...
reindexVectorsByK
Used to study of the bootstrap distribution of the k^th...
simEEG
Simulation functional EEG data

Files in this package

bootSVD
bootSVD/NAMESPACE
bootSVD/data
bootSVD/data/EEG_PCA.rda
bootSVD/R
bootSVD/R/bootstrap_functions.R
bootSVD/README.md
bootSVD/MD5
bootSVD/DESCRIPTION
bootSVD/man
bootSVD/man/getMomentsAndMomentCI.Rd
bootSVD/man/EEG_leadingV.Rd
bootSVD/man/bootSVD.Rd
bootSVD/man/EEG_score_var.Rd
bootSVD/man/As2Vs.Rd
bootSVD/man/reindexMatricesByK.Rd
bootSVD/man/genQ.Rd
bootSVD/man/fastSVD.Rd
bootSVD/man/ffmatrixmult.Rd
bootSVD/man/qrSVD.Rd
bootSVD/man/os.Rd
bootSVD/man/bootPCA.Rd
bootSVD/man/simEEG.Rd
bootSVD/man/genBootIndeces.Rd
bootSVD/man/bootSVD_LD.Rd
bootSVD/man/EEG_mu.Rd
bootSVD/man/reindexVectorsByK.Rd