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Probabilistic PCA which is applicable also on data with missing values. Missing value estimation is typically better than NIPALS but also slower to compute and uses more memory. A port to Python of the implementation by Jakob Verbeek.
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pyppca
LICENSE Added PPCA routine after testing on gene expression dataset Sep 4, 2018
README.md Added PPCA routine after testing on gene expression dataset Sep 4, 2018
setup.py

README.md

pyppca

Probabilistic PCA which is applicable also on data with missing values. Missing value estimation is typically better than NIPALS but also slower to compute and uses more memory. A port to Python of the implementation by Jakob Verbeek.

Usage:

from pyppca import ppca
C, ss, M, X, Ye = ppca(Y,d,dia)
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