nipals: Principal Components Analysis using NIPALS or Weighted EMPCA, with Gram-Schmidt Orthogonalization

Principal Components Analysis of a matrix using Non-linear Iterative Partial Least Squares or weighted Expectation Maximization PCA with Gram-Schmidt orthogonalization of the scores and loadings. Optimized for speed. See Andrecut (2009) <doi:10.1089/cmb.2008.0221>.

Package details

AuthorKevin Wright [aut, cre] (<https://orcid.org/0000-0002-0617-8673>)
MaintainerKevin Wright <kw.stat@gmail.com>
LicenseGPL-3
Version0.8
URL https://kwstat.github.io/nipals/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("nipals")

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nipals documentation built on Sept. 16, 2021, 1:07 a.m.