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sigPCA

Statistical Significance Testing for Principal Components

Identifies principal components whose eigenvalues exceed those expected under noise. Implements analytical thresholds derived from the Marchenko-Pastur distribution (Marchenko and Pastur, 1967) <doi:10.1070/SM1967v001n04ABEH001994> and empirical permutation tests, and provides functions for visualizing observed and null eigenvalue spectra.

Versions across snapshots

VersionRepositoryFileSize
0.1.0 rolling linux/jammy R-4.5 sigPCA_0.1.0.tar.gz 240.6 KiB
0.1.0 rolling linux/noble R-4.5 sigPCA_0.1.0.tar.gz 240.4 KiB
0.1.0 rolling source/ R- sigPCA_0.1.0.tar.gz 221.2 KiB
0.1.0 latest linux/jammy R-4.5 sigPCA_0.1.0.tar.gz 240.6 KiB
0.1.0 latest linux/noble R-4.5 sigPCA_0.1.0.tar.gz 240.4 KiB
0.1.0 latest source/ R- sigPCA_0.1.0.tar.gz 221.2 KiB
0.1.0 2026-04-23 source/ R- sigPCA_0.1.0.tar.gz 0 B

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