Description Usage Arguments Value References Examples
The function returns the profile log-likelihood of the PPCA model at respective MLEs for a specific choice of $K=k$ evaluated by cross-validation.
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k |
an integer indicating the tested dimension, should be between 1 and the number of rows of |
x |
a data matrix with the number of rows to be reduced; only complete columns are used. |
fold |
an integer indicating the number of folds to be used. |
profile log-likelihood of the remaining fold evaluated at MLEs computed from other folds.
Tipping, M. E., and Bishop, C. M. (1999). Probabilistic principal component analysis. **Journal of the Royal Statistical Society: Series B (Statistical Methodology)**, *61*(3), 611-622. <doi:10.1111/1467-9868.00196>
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