Package: VBsparsePCA 0.1.0

Bo (Yu-Chien) Ning

VBsparsePCA: The Variational Bayesian Method for Sparse PCA

Contains functions for a variational Bayesian method for sparse PCA proposed by Ning (2020) <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.

Authors:Bo Ning

VBsparsePCA_0.1.0.tar.gz
VBsparsePCA_0.1.0.zip(r-4.7)VBsparsePCA_0.1.0.zip(r-4.6)VBsparsePCA_0.1.0.zip(r-4.5)
VBsparsePCA_0.1.0.tgz(r-4.6-any)VBsparsePCA_0.1.0.tgz(r-4.5-any)
VBsparsePCA_0.1.0.tar.gz(r-4.7-any)VBsparsePCA_0.1.0.tar.gz(r-4.6-any)
VBsparsePCA_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
VBsparsePCA/json (API)

# Install 'VBsparsePCA' in R:
install.packages('VBsparsePCA', repos = c('https://yc-ning.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/yc-ning/vbsparsepca/issues

On CRAN:

Conda:

2.70 score 283 downloads 4 exports 2 dependencies

Last updated from:019b82aec9. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE100
source / vignettesOK141
linux-release-x86_64NOTE96
macos-release-arm64NOTE156
macos-oldrel-arm64NOTE148
windows-develNOTE69
windows-releaseNOTE63
windows-oldrelNOTE67
wasm-releaseOK90

Exports:foldednorm.meanspca.cavi.Laplacespca.cavi.mvnVBsparsePCA

Dependencies:MASSpracma