The Variational Bayesian Method for Sparse PCA


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Documentation for package ‘VBsparsePCA’ version 0.1.0

Help Pages

foldednorm.mean The function for obtaining the mean of a folded normal distribution
spca.cavi.Laplace Function for the PX-CAVI algorithm using the Laplace slab
spca.cavi.mvn Function for the PX-CAVI algorithm using the multivariate normal slab
VBsparsePCA The main function for the variational Bayesian method for sparse PCA