nipals0.8 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) <doi:10.1089/cmb.2008.0221>.

Useful links

• https://github.com/kwstat/nipals/issues
• https://kwstat.github.io/nipals/