Thank you James for this.
I totally agree. I recently face PCA and very soon I fell in love with it. In this WikiSym paper we used it to characterise editors of OpenStreetMap based on their temporal activity patterns (eigenbehaivours):
http://opensym.org/wsos2013/proceedings/p0207-yasseri.pdf

I'm looking forward to look into EIGENSOFT.
cheers,
.taha


On Fri, Nov 1, 2013 at 3:40 PM, James Salsman <jsalsman@gmail.com> wrote:
I have long wondered why the WMF Fundraising department seems stuck on
A/B testing instead of multivariate analysis.[1] Does anyone know?

In any case, modern multivariate analysis depends on principal
component analysis[2] (PCA) and it really does work great. I have been
told for years that it is planned and can't wait to see what happens
to fundraising when implemented.

So the reason why I am writing is because I just noticed that
EIGENSOFT[3] version 5 has "a new option for PCA projection with large
amounts of missing data" in pca.c[4] which is really clean code, too.
I hope this helps.

Best regards,
James Salsman

[1] http://en.wikipedia.org/wiki/Multivariate_analysis
[2] http://en.wikipedia.org/wiki/Principal_component_analysis
[3] http://www.hsph.harvard.edu/alkes-price/software/
[4] http://www.hsph.harvard.edu/alkes-price/files/2013/08/EIG5.0.1.tar.gz

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.t