primePCA (version 1.2)

Projected Refinement for Imputation of Missing Entries in PCA

Description

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. .

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Version

Install

install.packages('primePCA')

Monthly Downloads

245

Version

1.2

License

GPL-3

Maintainer

Ziwei Zhu

Last Published

August 5th, 2021

Functions in primePCA (1.2)

inverse_prob_method

Inverse probability weighted method for estimating the top K eigenspaces

col_scale

Center and/or normalize each column of a matrix

primePCA

primePCA algorithm

sin_theta_distance

Frobenius norm sin theta distance between two column spaces