Software
fad: R-package for factor analysis of data. github, CRAN
This package implements the matrix-free maximum likelihood methods for factor analysis of high-dimensional data. Of course, it also works for low-dimensional data.- pPCA: R-package for partial principal component analysis of a large sparse matrix. CRAN
- High-dimensional regression related:
- Software for the Synthetic Magnetic Resonance (MR) technique, which predicts images at new design parameters from a few observed MR scans: