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Contains functions for a variational Bayesian method for sparse PCA proposed by Ning (2020) <arXiv:2102.00305>. There are two algorithms: the PXCAVI algorithm (if assuming the loadings matrix is jointly rowsparse) and the batch PXCAVI algorithm (if without this assumption). The outputs of the main function, VBsparsePCA(), include the mean and covariance of the loadings matrix, the score functions, the variable selection results, and the estimated variance of the random noise.
Package details 


Author  Bo (YuChien) Ning 
Maintainer  Bo (YuChien) Ning <bo.ning@upmc.fr> 
License  GPL3 
Version  0.1.0 
Package repository  View on CRAN 
Installation 
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