Maximum Likelihood Principal Component Analysis

R implementation of Maximum Likelihood Principal Component Analysis The main idea of this package is to have an alternative way of PCA for subspace modeling that considers measurement errors. More details can be found in Peter D. Wentzell (2009) .

RMLPCA

R Implementation of Maximum Likelihood Principal Component Analysis

Description

R implementation of Maximum Likelihood Principal Component Analysis proposed in Wentzell, Peter D., et al. "Maximum likelihood principal component analysis." Journal of Chemometrics: A Journal of the Chemometrics Society 11.4 (1997): 339-366.

Dependencies

Is necessary to have installed devtools to install RMLPCA in your computer.

install.packages("devtools")

Installation

This R package is a public repository on Github, to install the package on your machine just type the following command:

devtools::install_git("https://github.com/renanestatcamp/RMLPCA")