VBsparsePCA
The Variational Bayesian Method for Sparse PCA
Contains functions for a variational Bayesian method for sparse PCA proposed by Ning (2020) <doi:10.48550/arXiv.2102.00305>. There are two algorithms: the PX-CAVI algorithm (if assuming the loadings matrix is jointly row-sparse) and the batch PX-CAVI algorithm (if without this assumption). The outputs of the main function, VBsparsePCA(), include the mean and covariance of the loadings matrix, the score functions, the variable selection results, and the estimated variance of the random noise.
- Version0.1.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release02/12/2021
Team
Bo (Yu-Chien) Ning
Insights
Last 30 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Imports2 packages
- Reverse Suggests1 package