Automatic Estimation of Number of Principal Components in PCA
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Documentation for package ‘pesel’ version 0.7.5
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| pesel-package | Automatic estimation of number of principal components in PCA |
| pesel | Automatic estimation of number of principal components in PCA with PEnalized SEmi-integrated Likelihood (PESEL) |
| pesel_heterogeneous | PEnalized SEmi-integrated Likelihood for heterogeneous singular values and large number of variables |
| pesel_homogeneous | PEnalized SEmi-integrated Likelihood for homogeneous singular values and large number of variables |