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.