primePCA1.2 package

Projected Refinement for Imputation of Missing Entries in PCA

col_scale

Center and/or normalize each column of a matrix

inverse_prob_method

Inverse probability weighted method for estimating the top K eigenspac...

primePCA

primePCA algorithm

sin_theta_distance

Frobenius norm sin theta distance between two column spaces

Download source packageRead PDF manual

Implements the primePCA algorithm, developed and analysed in Zhu, Z., Wang, T. and Samworth, R. J. (2019) High-dimensional principal component analysis with heterogeneous missingness. <arXiv:1906.12125>.

  • Maintainer: Ziwei Zhu
  • License: GPL-3
  • Last published: 2021-08-05