pcaMethods
R package for performing
principal component analysis PCA
with applications to missing value imputation. Provides a single
interface to performing PCA using
- SVD: a fast method which is also the standard method in R but
which is not applicable for data with missing values.
- NIPALS: an iterative fast method which is applicable also to
data with missing values.
- PPCA: Probabilistic PCA which is applicable also on data with
missing values. Missing value estimation is typically better than
NIPALS but also slower to compute and uses more memory. A port to R
of the
implementation by Jakob Verbeek.
- BPCA: Bayesian PCA which performs very well in the presence of
missing values but is slower than PPCA. A port of the
matlab implementation by Shigeyuki Oba.
- NLPCA: Non-linear PCA which can find curves in data and in
presence of such can perform accurate missing value
estimation. Matlab port of the implementation by Mathias Scholz.
pcaMethods is a Bioconductor package
and you can install it by
if (!requireNamespace("BiocManager", quietly=TRUE))
install.packages("BiocManager")
BiocManager::install("pcaMethods")
Documentation
browseVignettes("pcaMethods")
?<function_name>