nipals

Principal Components Analysis using NIPALS or Weighted EMPCA, with Gram-Schmidt Orthogonalization

CRAN Package

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) .

  • Version0.8
  • R version≥ 3.4.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release09/15/2021

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