genpca (Q7370570)
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Generalized Principal Component Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | genpca |
Generalized Principal Component Analysis |
Statements
Generalized PCA and related matrix decompositions in weighted inner-product spaces. Methods are based on Allen, G. I., Grosenick, L., and Taylor, J. (2014) <doi:10.1080/01621459.2013.852978>, "A generalized least-square matrix decomposition", Journal of the American Statistical Association, 109(505), 145-159; and Abdi, H. (2007), "Singular value decomposition (SVD) and generalized singular value decomposition" <https://personal.utdallas.edu/~herve/Abdi-SVD2007-pretty.pdf>, in "Encyclopedia of Measurement and Statistics", 907-912.
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16 September 2026
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