Description
Automatic Estimation of Number of Principal Components in PCA.
Description
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>.
README.md
README
What is this repository for?
Package pesel
- is R package for estimating number of relevant principal components in PCA
- provides posterior distribution on number of components
- works well with number of variables larger, than the number of observations
How do I get set up?
- Install pesel package using devtools package
install_github("psobczyk/pesel")
- No additional configuration is needed
- Read vignette to get familiar with basic usage
Who do I talk to?
- If help provided in the package documentation does not solve your problem please contact Piotr.Sobczyk[at]pwr.edu.pl
This project has received funding from the European Union’s Seventh Framework Programme for research, technological development and demonstration under grant agreement no 602552.