pesel
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Pesel (Automatic Estimation of Number of Principal Components in PCA)
Pesel (Automatic Estimation of Number of Principal Components in PCA)
CRANpeselMaRDI QIDQ79308FDOQ79308
Automatic Estimation of Number of Principal Components in PCA
Last update: 17 October 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.7.3, 0.7.2, 0.7.5
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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