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pesel: Automatic Estimation of Number of Principal Components in PCA
Automatic estimation of number of principal components in PCA with PEnalized SEmi-integrated Likelihood (PESEL). See Piotr Sobczyk, Malgorzata Bogdan, Julie Josse "Bayesian dimensionality reduction with PCA using penalized semi-integrated likelihood" (2017) <doi:10.1080/10618600.2017.1340302>.
Getting started
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Package details |
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| Author | Piotr Sobczyk, Julie Josse, Malgorzata Bogdan |
| Maintainer | Piotr Sobczyk <pj.sobczyk@gmail.com> |
| License | GPL-3 |
| Version | 0.7.5 |
| URL | https://github.com/psobczyk/pesel |
| Package repository | View on CRAN |
| Installation |
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