kwstat/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>.

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.9
URL https://kwstat.github.io/nipals/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kwstat/nipals")
kwstat/nipals documentation built on Feb. 6, 2024, 7:20 a.m.