GenPCA: A Generalized PCA Toolkit for High-dimensional Data Analysis in R

by Xingguo for R Project for Statistical Computing

The standard principal component analysis (PCA), a popular tool in traditional multivariate analysis, is no longer suitable for the data analysis with the increasing complexity of modern data acquirement. In this project, our goal is to develop an efficient and scalable package for Sparse PCA and Robust PCA, which are two important extensions of the standard PCA. We describe the design and the implementation plan of our project, and propose a timeline for the development of our project.