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RfastOfficial / Rfast

A collection of Rfast functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. Note 2: Do not have matrices or vectors with have missing data (i.e NAs). We do no check about them and C++ internally transforms them into zeros (0), so you may get wrong results. Note 3: In general, make sure you give the correct input, in order to get the correct output. We do no checks and this is one of the many reasons we are fast.
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Fast Multivariate Analysis #94

Open studsttat opened 6 months ago

studsttat commented 6 months ago

This is por favor. Is there any multivariate analyses in this package? I would like to have fast PCA implementation in this package.

statlink commented 5 months ago

Hi Studsttat. We have a fast PCA method, but for the case of n<p.