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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>.

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1.0 2026-04-09 windows/windows R-4.5 nipals_1.0.zip 126.9 KiB

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