pesel (Q79308)

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Automatic Estimation of Number of Principal Components in PCA
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    pesel
    Automatic Estimation of Number of Principal Components in PCA

      Statements

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      0.7.3
      4 March 2020
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      0.7.2
      21 June 2019
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      0.7.5
      17 October 2023
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      17 October 2023
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      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>.
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