pesel_heterogeneous: PEnalized SEmi-integrated Likelihood for heterogeneous...

View source: R/auxilliary.R

pesel_heterogeneousR Documentation

PEnalized SEmi-integrated Likelihood for heterogeneous singular values and large number of variables

Description

Derived under assumption that number of variables tends to infinity while number of observations is limited.

Usage

pesel_heterogeneous(X, minK, maxK)

Arguments

X

a matrix containing only continuous variables

minK

minimal number of principal components fitted

maxK

maximal number of principal components fitted

Value

numeric vector, PESEL criterion for each k in range [minK, maxK]


pesel documentation built on Oct. 17, 2023, 5:14 p.m.