Missing data

[lijing-lin]

Hi, having a quick look at the code, I think this version of ppca does not handle missing data. Am I wrong here? Will this code be able to deal with missing data?

Thanks,
Lijing

[cangermueller]

Hi Lijing,

Right, missing data are currently not supported, but it can be implemented in a quite straightforward way. Are you interested in extending my code?

Christof

[lijing-lin]

Hi Christof, I might give it a try. May take some time though.

Lijing