Generalized Principal Component Analysis


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Documentation for package ‘genpca’ version 0.2.0

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geigen_cov Generalized eigenproblem on a covariance matrix
genpca Generalised Principal Components Analysis (GPCA)
genpca_cov Generalized PCA on a covariance matrix (GMD form)
genpls Generalized PLS via Implicit Operator (PLS-SVD / GPLSSVD)
genplsc Canonical Generalized PLS (alias)
gmd_clear_cache Clear internal cache for matrix decompositions
gpca_mle Experimental penalized-ML estimation of GPCA metrics
gplssvd_op Generalized PLS-SVD via Implicit Operator (memory-safe)
mnpca_mrl Matrix-Normal PCA via Maximum Regularized Likelihood
print.sfpca Print an sfpca fit
reconstruct.genpca Reconstruct data from a genpca fit
reconstruct.sfpca Reconstruct data from an sfpca fit
repair_metric Repair a metric matrix explicitly
rpls Regularised / Generalised Partial Least Squares (RPLS / GPLS)
sfpca Sparse and Functional Principal Components Analysis (SFPCA) with Spatial Coordinates
transfer.cross_projector Compatibility wrapper for multivarious::transfer
truncate Truncate a projection to fewer components
truncate.genpca Truncate a genpca fit to fewer components