Package: VBsparsePCA
Type: Package
Title: The Variational Bayesian Method for Sparse PCA
Version: 0.1.0
Author: Bo (Yu-Chien) Ning
Maintainer: Bo (Yu-Chien) Ning <bo.ning@upmc.fr>
Description: 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.
Depends: R (>= 3.6.0)
License: GPL-3
Imports: MASS, pracma, stats, utils
Encoding: UTF-8
RoxygenNote: 7.1.1
Repository: https://yc-ning.r-universe.dev
Date/Publication: 2021-02-13 10:14:27 UTC
RemoteUrl: https://github.com/yc-ning/vbsparsepca
RemoteRef: HEAD
RemoteSha: 019b82aec9554aa00732f9ac20d4395e670d00b5
NeedsCompilation: no
Packaged: 2026-10-09 08:53:14 UTC; root