stdlib-js / stdlib-js/stdlib

RFC: adaptive PCA

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difficulty: 3 Feature Math RFC Statistics
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Descripción

## Checklist

> Please ensure the following tasks are completed before filing an issue.

- [x] Read and understood the [Code of Conduct][code-of-conduct].
- [x] Searched for existing issues and pull requests.
- [x] If this is a general question, searched the [FAQ][faq] for an existing answer.
- [x] If this is a feature request, the issue name begins with `RFC:`.

## Description

> Description of the issue (or feature request).

This RFC proposes adding support for "adaptive PCA", as articulated [here](https://arxiv.org/pdf/1709.02373.pdf). Adding support for such an algorithm would allow, e.g., incremental computation or use within a streaming context.

Package: `@stdlib/ml/incr/pca`
Alias: `incrpca`

## Related Issues

> Does this issue (or feature request) have any related issues?

No.

## Questions

> Any questions for reviewers?

No.

## Other

> Any other information relevant to this issue (or feature request)? This may include screenshots, references, stack traces, sample output, and/or implementation notes.

No.

[code-of-conduct]: https://github.com/stdlib-js/stdlib/blob/develop/CODE_OF_CONDUCT.md

[faq]: https://github.com/stdlib-js/stdlib/blob/develop/FAQ.md

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