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andland / logisticPCA

Dimensionality reduction for binary data
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Add weights #4

Closed andland closed 9 years ago

andland commented 9 years ago

It might not be a good idea to include in this package if it significantly slows performance.

andland commented 9 years ago

I have implemented weights in generalizedPCA. It is much slower than this package, although I am not sure of the source.

andland commented 9 years ago

5ef28233aec1e6ad5d389315595cc5cb9d363bcf implements weights for the convex formulation with only minor increase in computational cost. Use the generalizedPCA package to incorporate weights in logisticPCA.