PCA_deflation: Deflation Schemes for PCA

Description Details References

Description

In MoMA three deflation schemes are provided for PCA. Using terminology in the reference, they are Hotelling's deflation, two-way projection deflation, and Schur complement deflation.

Details

See the parameter deflation_scheme argument in the function moma_sfpca. Also refer to the reference below for theoretical properties.

References

Michael Weylandt. "Multi-Rank Sparse and Functional PCA: Manifold Optimization and Iterative Deflation Techniques." arXiv:1907.12012v1, 2019.


DataSlingers/MoMA documentation built on Oct. 30, 2019, 5:55 a.m.