pesel

Automatic Estimation of Number of Principal Components in PCA

CRAN Package

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.

  • Version0.7.5
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release10/17/2023

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