davidevdt/bayespca: A Package for Estimating PCA with Variational Bayes Inference
Bayesian estimation of weight vectors in PCA. To achieve regularization, the method allows specifying fixed variances in the prior distributions of the weights; alternatively, it is possible to specify Inverse Gamma priors for such parameters. The method allows for variable selection through Automatic Relevance Determination.
Getting started
Browse package contents
Package details |
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| Author | Davide Vidotto |
| Maintainer | Davide Vidotto <d.vidotto@uvt.nl> |
| License | GPL-2 |
| Version | 0.3.0 |
| URL | http://github.com/davidevdt/bayespca |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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