Quant analytics: Can anyone suggest a good starting point for trying out some open source tools for PCA / PLS / OPLS?

Quant analytics: Can anyone suggest a good starting point for trying out some open source tools for PCA / PLS / OPLS?   == , I assume that PCA means Principal Components Analysis? If so, The base installation of R comes with at least two options: princomp (http://127.0.0.1:20208/library/stats/html/princomp.html) for eigenvalue decomposition, and prcomp (http://127.0.0.1:20208/library/stats/html/prcomp.html) for …

Quant analytics: Can anyone suggest a good starting point for trying out some open source tools for PCA / PLS / OPLS? Read More ยป