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Added vignettes, readme.
Initial CRAN submission.
Renamed the R implementation of scalable PCA to
pca_spca_R()
and added a C++-backed pca_spca()
along with pca_spca_stream_bigmatrix()
for
bigmemory::big.matrix
workflows, retaining the block power
iteration algorithm of Elgamal et al. (2015).
Added pca_spca()
implementing the scalable PCA
algorithm of Elgamal et al. (2015) with streaming block power iterations
for large matrices.
Added an iteratively reweighted singular value decomposition
backend for pca_robust()
that exposes the final row weights
and iteration count.
Implemented a compiled svd_robust()
helper with an
svd_robust_R()
reference implementation.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.