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application repository for GSOC 2018 MoMA project
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R minor style tweaks Mar 20, 2018
man initial sfpca implementation Mar 19, 2018
resources fix convergence issue Mar 20, 2018
src fix convergence issue Mar 20, 2018
tests minor style tweaks Mar 20, 2018
.Rbuildignore automate testing Mar 20, 2018
.gitignore initial sfpca implementation Mar 19, 2018
.travis.yml automate testing Mar 20, 2018
DESCRIPTION automate testing Mar 20, 2018
LICENSE
LICENSE.md
NAMESPACE
README.Rmd minor style tweaks Mar 20, 2018
README.md minor style tweaks Mar 20, 2018
appveyor.yml automate testing Mar 20, 2018
codecov.yml automate testing Mar 20, 2018
gsoc_moma_application.Rproj initial sfpca implementation Mar 19, 2018

README.md

GSOC Modern Multivariate Analysis

Travis build status Coverage status AppVeyor build status

So far I have:

  • Implemented the L1 penalized rank 1 SFPCA algorithm in R
  • Implemented the L1 penalized rank 1 SFPCA algorithm in C++ using Armadillo
  • Wrapped the C++ implementation with Rcpp
  • Tested both implementations with testthat
  • Passed R CMD check with no warnings or errors on Linux & Windows

This application is in progress and is not yet complete

TODO:

  • How to get rid of the R CMD check NOTE on registering native routines
  • C++ cleanup as per comments in sfpca.cpp
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