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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.
Health stats visible at Monitor.