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CRAN: Package wideRhino

wideRhino: High-Dimensional Methods via Generalised Singular Decomposition

Construct a Canonical Variate Analysis Biplot via the Generalised Singular Value Decomposition, for cases when the number of samples is less than the number of variables. For more information on biplots, see Gower JC, Lubbe SG, Le Roux NJ (2011) <doi:10.1002/9780470973196> and for more information on the generalised singular value decomposition, see Edelman A, Wang Y (2020) <doi:10.1137/18M1234412>.

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