Changes to Version 1.3

- Added function bsoipca: Block Stochastic Orthogonal Iteration. A block-wise stochastic variant of the classical power-method. Reference: Mitliagkas et al. (2013). 

- Added function incRpca.block that generalizes the vector update of incRpca to matrix updates. Reference: Levy and Lindenbaum (2000).  

- Minor modification in function incRpca for compatibility of results with incRpca.block.  The covariance update is now C = (1-f) * UDU' + f * xx' where f is the forgetting factor (default 1/n), U the current PC, D the diagonal matrix of eigenvalues, and x the (eventually centered) new data vector. 

- Same modification as above (weights in covariance update) in functions perturbationRpca and secularRpca. 

- Extended function batchpca to perform batch PCA of data matrix by Implicitly Restarted Arnoldi Method (IRAM). Based on function svds of package rARPACK.

 

Changes to Version 1.2

   - Added function ccipca implementing the candid-covariance free incremental PCA algorithm of Weng et al. (2003).

   - Added function ghapca implementing the Generalized Hebbian Algorithm of Sanger (1989).

   - Minor modifications to code of function sgapca.

   - Added argument q to functions ghapca, sgapca, and snlpca for specifying number of PC to compute. 

Changes to Version 1.1

   - Added function incRpca.rc for incremental PCA with reduced complexity. 

   - Removed code related to missing data imputation from functions incRpca, perturbationRpca, secularRpca, sgapca, snlpca.

   - Added function impute to handle missing data using BLUP.

   - Minor modifications to code of function incRpca.

  - Removed argument d (eigenvalues) from function snlpca as the related technique was found unsuitable for eigenvalue calculation.   

   - Added reference to Bunch et al. (1978) to secularRpca help page, removed reference to Li et al. (2000)

   - Changed status of package rARPACK from import to dependency.
 

Changes to Version 1.0-1

   - Fixed bug in incRpca, perturbationRpca, secularRpca, sgapca, snlpca related to  missing data.

   - Added references to Brand (2002) in help pages of incRpca, perturbationRpca, secularRpca, sgapca, snlpca. 

   - Added Hervé Cardot as contributor.