It is actually commodities futures data. Another way to handle missing data could be to estimate covariance matrix by ignoring the missing values and then determine eigenvectors of the covariance matrix to obtain principal components.
On Fri, Mar 7, 2014 at 11:36 AM, Tommy Carstensen <t...@sanger.ac.uk> wrote: > Is this genotype data by any chance Vijay? > > Tommy > > -----Original Message----- > From: Vijay Desai [mailto:vijay.de...@gmail.com] > Sent: 07 March 2014 15:08 > To: scikit-learn-general@lists.sourceforge.net > Subject: [Scikit-learn-general] PCA with missing data > > Hi all, > I was interested in doing PCA on a matrix with missing data. Can it be > done using scikit-learn? Pointers to examples/documentation would be > helpful. Thanks. > > Regards, > Vijay > > ------------------------------------------------------------------------ > ------ > Subversion Kills Productivity. Get off Subversion & Make the Move to > Perforce. > With Perforce, you get hassle-free workflows. Merge that actually works. > > Faster operations. Version large binaries. Built-in WAN optimization > and the freedom to use Git, Perforce or both. Make the move to Perforce. > http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.cl > ktrk > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general > > > -- > The Wellcome Trust Sanger Institute is operated by Genome Research > Limited, a charity registered in England with number 1021457 and a > company registered in England with number 2742969, whose registered > office is 215 Euston Road, London, NW1 2BE. > > ------------------------------------------------------------------------------ > Subversion Kills Productivity. Get off Subversion & Make the Move to Perforce. > With Perforce, you get hassle-free workflows. Merge that actually works. > Faster operations. Version large binaries. Built-in WAN optimization and the > freedom to use Git, Perforce or both. Make the move to Perforce. > http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ Subversion Kills Productivity. Get off Subversion & Make the Move to Perforce. With Perforce, you get hassle-free workflows. Merge that actually works. Faster operations. Version large binaries. Built-in WAN optimization and the freedom to use Git, Perforce or both. Make the move to Perforce. http://pubads.g.doubleclick.net/gampad/clk?id=122218951&iu=/4140/ostg.clktrk _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
