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] (<>)
MaintainerKevin Wright <>
Package repositoryView on CRAN
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nipals documentation built on Sept. 16, 2021, 1:07 a.m.