| choosepc-package {choosepc} | R Documentation |
Choose the Number of Principal Components via Recistruction Error
Description
A new robust principal component analysis algorithm is implemented that relies upon the Cauchy Distribution. The algorithm is suitable for high dimensional data even if the sample size is less than the number of variables.
Details
| Package: | choosepc |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2023-10-22 |
| License: | GPL-2 |
Maintainers
Michail Tsagris <mtsagris@uoc.gr>.
Author(s)
Michail Tsagris mtsagris@uoc.gr
References
Jolliffe I.T. (2002). Principal Component Analysis.
[Package choosepc version 1.0 Index]