Principal Component Analysis - Software/source Code

Software/source Code

  • In the NAG Library, principal components analysis is implemented via the g03aa routine (available in both the Fortran and the C versions of the Library).
  • In the MATLAB Statistics Toolbox, the functions princomp and pca (R2012b) give the principal components, while the function pcares gives the residuals and reconstructed matrix for a low-rank PCA approximation. An example MATLAB implementation of PCA is available.
  • in Octave, a free software computational environment mostly compatible with MATLAB, the function princomp gives the principal component.
  • in the free statistical package R, the functions princomp and prcomp can be used for principal component analysis; prcomp uses singular value decomposition which generally gives better numerical accuracy. Recently there has been an explosion in implementations of principal component analysis in various R packages, generally in packages for specific purposes.
  • in SAS, PROC FACTOR offers principal components analysis.
  • In XLMiner, the Principal Components tab can be used for principal component analysis.
  • In Stata, the pca command provides principal components analysis.
  • Cornell Spectrum Imager - An open-source toolset built on ImageJ. Enables quick easy PCA analysis for 3D datacubes.
  • imDEV - Free Excel addin to calculate principal components using R package
  • "ViSta: The Visual Statistics System" - a free software that provides principal components analysis, simple and multiple correspondence analysis.
  • "Spectramap" - software to create a biplot using principal components analysis, correspondence analysis or spectral map analysis.
  • FinMath - a .NET numerical library containing an implementation of PCA.
  • The Unscrambler is a multivariate analysis software enabling Principal Component Analysis (PCA) with PCA Projection.
  • Computer Vision Library
  • NMath, a proprietary numerical library containing PCA for the .NET Framework.
  • In IDL, the principal components can be calculated using the function pcomp.
  • Weka computes principal components.
  • Software for analyzing multivariate data with instant response using PCA
  • Orange (software) supports PCA through its Linear Projection widget.
  • A version of PCA adapted for population genetics analysis can be found in the suite EIGENSOFT.
  • PCA can also be performed by the statistical software Partek Genomics Suite.

Read more about this topic:  Principal Component Analysis

Famous quotes containing the words source and/or code:

    “You have never by a word or a deed given me one moment’s uneasiness; on the contrary I have felt perpetual gratitude to heaven for having given me, in you, a source of so much pure and unmixed happiness.”
    —Thomas Jefferson (1743–1826)

    “...I had grown up in a world that was dominated by immature age. Not by vigorous immaturity, but by immaturity that was old and tired and prudent, that loved ritual and rubric, and was utterly wanting in curiosity about the new and the strange. Its era has passed away, and the world it made has crumbled around us. Its finest creation, a code of manners, has been ridiculed and discarded.”
    —Ellen Glasgow (1873–1945)