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6000x6000
2009 Aug 20
4
Principle components analysis on a large dataset
Dear Sirs:
Please pardon me I am very new to R. I have been using MATLAB.
I was wondering if R would allow me to do principal components analysis on a
very large
dataset.
Specifically, our dataset has 68800 variables and around 6000 observations.
Matlab gives "out of memory" errors. I have tried also doing princomp in
pieces, but this does not seem to quite work for our approach.