dppca - Differentially Private Principal Component Analysis and
Visualization
Provides tools for differentially private principal
component analysis (PCA) and visualization. Includes private
principal component directions, scree and proportion of
variance explained (PVE) estimates, and two-dimensional private
score histograms with synthetic sampled points. Supports
additive and sparse histogram mechanisms, group-wise score
visualizations, and optional non-private comparisons. An
integrated workflow produces loading plots, scree plots, score
plots, variable plots, and biplots from shared private PCA
estimates. An interactive 'shiny' application is also provided.
Private direction estimation is based on Kim and Jung (2025)
<doi:10.1002/sam.70053>. Private scree estimation draws on
Dwork and Roth (2014) <doi:10.1561/0400000042>, Ramsay and
Spicker (2025) <doi:10.48550/arXiv.2501.14095>, and Yu, Ren and
Zhou (2024) <doi:10.3150/23-BEJ1706>. Private score frames use
unbounded quantile mechanisms from Durfee (2023)
<doi:10.52202/075280-3394>. Private score histograms use
methods related to Wasserman and Zhou (2010)
<doi:10.1198/jasa.2009.tm08651> and Karwa and Vadhan (2018)
<doi:10.4230/LIPIcs.ITCS.2018.44>.