1 files changed, 18 insertions, 0 deletions
diff --git a/R/R/pca.R b/R/R/pca.R
new file mode 100644
index 0000000..85782e4
--- /dev/null
+++ b/R/R/pca.R
@@ -0,0 +1,18 @@
+pca <- function(x, k=1,q=0.5){
+  n <- nrow(x)
+  d <- ncol(x)
+  B <- matrix(0, n, k)
+  U <- matrix(0, d, k)
+  l <- 0
+
+  res <- .C("pca_wrapper",
+    n=as.integer(n),
+    d=as.integer(d),
+    q=as.numeric(q),
+    k=as.integer(k),
+    X=as.numeric(t(x)),
+    B=as.numeric(B),
+    U=as.numeric(U),
+    l=l)
+  list(B=matrix(res$B,n,k,T),U=matrix(res$U,d,k,T), Y=matrix(res$X,n,d,T), l=res$l)
+}