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choosepc (version 1.0)

Choose the Number of Principal Components via Recistruction Error

Description

One way to choose the number of principal components is via the reconstruction error. This package is designed mainly for this purpose. Graphical representation is also supported, plus some other principal component analysis related functions. References include: Jolliffe I.T. (2002). Principal Component Analysis. and Mardia K.V., Kent J.T. and Bibby J.M. (1979). Multivariate Analysis. ISBN: 978-0124712522. London: Academic Press.

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Version

Install

install.packages('choosepc')

Monthly Downloads

143

Version

1.0

License

GPL (>= 2)

Maintainer

Michail Tsagris

Last Published

October 24th, 2023

Functions in choosepc (1.0)

choosepc-package

Choose the Number of Principal Components via Recistruction Error
Choose the number of principal components via reconstruction error

Choose the number of principal components via reconstruction error
Confidence interval for the percentage of variance retained by the first k components

Confidence interval for the percentage of variance retained by the first \(\kappa\) components