[ascl:2112.023]
wpca: Weighted Principal Component Analysis in Python
wpca, written in Python, offers several implementations of Weighted Principal Component Analysis and uses an interface similar to scikit-learn's sklearn.decomposition.PCA. Implementations include a direct decomposition of a weighted covariance matrix to compute principal vectors, and then a weighted least squares optimization to compute principal components, and an iterative expectation-maximization approach to solve simultaneously for the principal vectors and principal components of weighted data. It also includes a standard non-weighted PCA implemented using the singular value decomposition, primarily to be useful for testing.
- Code site:
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https://github.com/jakevdp/wpca
- Used in:
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https://ui.adsabs.harvard.edu/abs/2021A%26A...653A..43C
- Bibcode:
- 2021ascl.soft12023V