PCDimension (version 1.1.11)
Finding the Number of Significant Principal Components
Description
Implements methods to automate the Auer-Gervini graphical
Bayesian approach for determining the number of significant
principal components. Automation uses clustering, change points, or
simple statistical models to distinguish "long" from "short" steps
in a graph showing the posterior number of components as a function
of a prior parameter. See .