README.md
In davidevdt/bayespca: A Package for Estimating PCA with Variational Bayes Inference
bayespca: Regularized Principal Component Analysis via Variational Bayes inference
An R package for regularized Principal Component Analysis via Variational Bayes methods.
Author
Davide Vidotto d.vidotto@uvt.nl
Description
bayespca performs Bayesian estimation of weight vectors in PCA.
To achieve regularization, the method allows specifying fixed precisions
in the prior distributions of the weights; alternatively, it is possible
to implement Gamma priors on such parameters. The method allows
for variable selection through Automatic Relevance Determination.
Check the vignettes and package documentation for further details.
Functions
vbpca for model estimationvbpca_control for settings of control parametersis.vbpca for testing the classplotheatmap for plotting the precision and weights matrices;plothpdi for plotting high probability density intervals
Install
devtools::install_github("davidevdt/bayespca")
Version
0.3.0
Depends
R (>= 3.3.3)
License
GPL-2
davidevdt/bayespca documentation built on Dec. 5, 2020, 3:28 a.m.
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bayespca: Regularized Principal Component Analysis via Variational Bayes inference
An R package for regularized Principal Component Analysis via Variational Bayes methods.
Author
Davide Vidotto d.vidotto@uvt.nl
Description
bayespca performs Bayesian estimation of weight vectors in PCA.
To achieve regularization, the method allows specifying fixed precisions
in the prior distributions of the weights; alternatively, it is possible
to implement Gamma priors on such parameters. The method allows
for variable selection through Automatic Relevance Determination.
Check the vignettes and package documentation for further details.
Functions
vbpcafor model estimationvbpca_controlfor settings of control parametersis.vbpcafor testing the classplotheatmapfor plotting the precision and weights matrices;plothpdifor plotting high probability density intervals
Install
devtools::install_github("davidevdt/bayespca")
Version
0.3.0
Depends
R (>= 3.3.3)
License
GPL-2
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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