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pesel

Automatic Estimation of Number of Principal Components in PCA

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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0.7.5 2026-04-09 windows/windows R-4.5 pesel_0.7.5.zip 28.7 KiB

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