hdpca: Principal Component Analysis in High-Dimensional Data
Version 1.0.0

In high-dimensional settings: Estimate the number of distant spikes based on the Generalized Spiked Population (GSP) model. Estimate the population eigenvalues, angles between the sample and population eigenvectors, correlations between the sample and population PC scores, and the asymptotic shrinkage factors. Adjust the shrinkage bias in the predicted PC scores.

Getting started

Package details

AuthorRounak Dey, Seunggeun Lee
Date of publication2016-08-02 09:13:22
MaintainerRounak Dey <deyrnk@umich.edu>
LicenseGPL (>= 2)
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("hdpca")

Try the hdpca package in your browser

Any scripts or data that you put into this service are public.

hdpca documentation built on May 29, 2017, 1 p.m.