psobczyk/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

Package details

AuthorPiotr Sobczyk, Julie Josse, Malgorzata Bogdan
MaintainerPiotr Sobczyk <pj.sobczyk@gmail.com>
LicenseGPL-3
Version0.7.2
URL https://github.com/psobczyk/pesel
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("psobczyk/pesel")
psobczyk/pesel documentation built on June 24, 2019, 9:27 a.m.