Generalized PCA and related matrix decompositions in weighted inner-product spaces. Methods are based on Allen, G. I., Grosenick, L., and Taylor, J. (2014) <doi:10.1080/01621459.2013.852978>, "A generalized least-square matrix decomposition", Journal of the American Statistical Association, 109(505), 145-159; and Abdi, H. (2007), "Singular value decomposition (SVD) and generalized singular value decomposition" <https://personal.utdallas.edu/~herve/Abdi-SVD2007-pretty.pdf>, in "Encyclopedia of Measurement and Statistics", 907-912.
Package details |
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| Author | Brad Buchsbaum [aut, cre, cph] |
| Maintainer | Brad Buchsbaum <brad.buchsbaum@gmail.com> |
| License | MIT + file LICENSE |
| Version | 0.2.1 |
| URL | https://bbuchsbaum.github.io/genpca/ https://github.com/bbuchsbaum/genpca |
| Package repository | View on CRAN |
| Installation |
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