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-4.5)VBsparsePCA_0.1.0.zip(r-4.4)VBsparsePCA_0.1.0.zip(r-4.3)
VBsparsePCA_0.1.0.tgz(r-4.5-any)VBsparsePCA_0.1.0.tgz(r-4.4-any)VBsparsePCA_0.1.0.tgz(r-4.3-any)
VBsparsePCA_0.1.0.tar.gz(r-4.5-noble)VBsparsePCA_0.1.0.tar.gz(r-4.4-noble)
VBsparsePCA_0.1.0.tgz(r-4.4-emscripten)VBsparsePCA_0.1.0.tgz(r-4.3-emscripten)
VBsparsePCA.pdf |VBsparsePCA.html✨
VBsparsePCA/json (API)

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

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

On CRAN:

2.70 score 236 downloads 4 exports 2 dependencies

Last updated 4 years agofrom:019b82aec9. Checks:1 OK, 7 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 03 2025
R-4.5-winNOTEFeb 03 2025
R-4.5-macNOTEFeb 03 2025
R-4.5-linuxNOTEFeb 03 2025
R-4.4-winNOTEFeb 03 2025
R-4.4-macNOTEFeb 03 2025
R-4.3-winNOTEFeb 03 2025
R-4.3-macNOTEFeb 03 2025

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

Dependencies:MASSpracma