Changelog

Source: NEWS.md

bigPCAcpp 0.9.0

• Added vignettes, readme.

• Initial CRAN submission.

bigPCAcpp 0.5.0

• 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.

bigPCAcpp 0.1.0

• 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.