Advanced Principal Component Analysis

Provides nine computational algorithms for dimensionality reduction via Principal Component Analysis (PCA), built using an object-oriented (S3) architecture. The package includes classical and modern methods: Singular Value Decomposition (SVD) based on Eckart and Young (1936) , Power Iteration based on Hotelling (1933) , QR Algorithm based on Francis (1961) , Jacobi Algorithm based on Jacobi (1846) , Arnoldi Iteration based on Arnoldi (1951) , 'NIPALS' based on Wold (1975) , Alternating Least Squares (ALS) based on Kolda and Bader (2009) , Probabilistic PCA (PPCA) with EM Algorithm based on Tipping and Bishop (1999) , and Generalized Hebbian Algorithm (GHA) based on Sanger (1989) .