The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

VBsparsePCA: The Variational Bayesian Method for Sparse PCA

Contains functions for a variational Bayesian method for sparse PCA proposed by Ning (2020) <doi:10.48550/arXiv.2102.00305>. There are two algorithms: the PX-CAVI algorithm (if assuming the loadings matrix is jointly row-sparse) and the batch PX-CAVI algorithm (if without this assumption). The outputs of the main function, VBsparsePCA(), include the mean and covariance of the loadings matrix, the score functions, the variable selection results, and the estimated variance of the random noise.

Version: 0.1.0
Depends: R (≥ 3.6.0)
Imports: MASS, pracma, stats, utils
Published: 2021-02-12
DOI: 10.32614/CRAN.package.VBsparsePCA
Author: Bo (Yu-Chien) Ning
Maintainer: Bo (Yu-Chien) Ning <bo.ning at upmc.fr>
License: GPL-3
NeedsCompilation: no
CRAN checks: VBsparsePCA results

Documentation:

Reference manual: VBsparsePCA.pdf

Downloads:

Package source: VBsparsePCA_0.1.0.tar.gz
Windows binaries: r-devel: VBsparsePCA_0.1.0.zip, r-release: VBsparsePCA_0.1.0.zip, r-oldrel: VBsparsePCA_0.1.0.zip
macOS binaries: r-release (arm64): VBsparsePCA_0.1.0.tgz, r-oldrel (arm64): VBsparsePCA_0.1.0.tgz, r-release (x86_64): VBsparsePCA_0.1.0.tgz, r-oldrel (x86_64): VBsparsePCA_0.1.0.tgz

Reverse dependencies:

Reverse suggests: embed

Linking:

Please use the canonical form https://CRAN.R-project.org/package=VBsparsePCA to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.