pca_naive: Basic PCA.

Description Usage Arguments Author(s)

Description

Glorified truncated SVD. The variance estimates are just the column-wise mean-squares, except I divide by nrow(Y) - r rather than by nrow(Y). I allow r = 0.

Usage

1
pca_naive(Y, r)

Arguments

Y

A matrix of numerics. The data.

r

the rank.

Author(s)

David Gerard


dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.