hdpca (1.1.3)

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Principal Component Analysis in High-Dimensional Data.


In high-dimensional settings: Estimate the number of distant spikes based on the Generalized Spiked Population (GSP) model. Estimate the population eigenvalues, angles between the sample and population eigenvectors, correlations between the sample and population PC scores, and the asymptotic shrinkage factors. Adjust the shrinkage bias in the predicted PC scores. Dey, R. and Lee, S. (2019) .

Maintainer: Rounak Dey
Author(s): Rounak Dey, Seunggeun Lee

License: GPL (>= 2)

Uses: boot, lpSolve

Released 26 days ago.

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