msPCA 0.3.0
- Improved scalability of
mspca() and tpw()
through algorithmic and implementation optimizations.
- Function
mspca() now accepts a new hyper-parameter
restartsAfterFirstIter that limits the number of random
restarts for the truncated power method after the first outer
iteration
- Improved scaling of the penalty parameters for the case of
zero-correlation constraints
- Fixed incorrect acronym for truncated power method (TPW <-
TPM)
msPCA 0.2.0
- Added support for no-correlation constraints between PCs as well as
orthogonality constraints. User chooses between orthogonality and
uncorrelatedness constraints via the
feasibilityConstraintType parameter to
msPCA().
- Renamed return field from
orthogonality_violation to
feasibility_violation to support both constraint
types.
- Renamed function
feasibility_violation() as
orthogonality_violation() to be more explicit
- Created function
pairwise_correlation()
- Added warning message when no feasible solution is found
msPCA 0.1.0