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Implements the primePCA algorithm, developed and analysed in Zhu, Z., Wang, T. and Samworth, R. J. (2019) Highdimensional principal component analysis with heterogeneous missingness. <arXiv:1906.12125>.
Package details 


Author  Ziwei Zhu, Tengyao Wang, Richard J. Samworth 
Maintainer  Ziwei Zhu <ziweiz@umich.edu> 
License  GPL3 
Version  1.0 
Package repository  View on CRAN 
Installation 
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