GSOC Modern Multivariate Analysis

So far I have:

• Implemented the L1 penalized rank 1 SFPCA algorithm in R
• Implemented the L1 penalized rank 1 SFPCA algorithm in C++ using Armadillo
• Wrapped the C++ implementation with Rcpp
• Tested both implementations with testthat
• Passed R CMD check with no warnings or errors on Linux & Windows

This application is in progress and is not yet complete

TODO:

• How to get rid of the R CMD check NOTE on registering native routines
• C++ cleanup as per comments in sfpca.cpp