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
LazyData: true
RoxygenNote: 7.1.1
NeedsCompilation: no
Packaged: 2021-02-08 22:40:14 UTC; poning
Repository: CRAN
Date/Publication: 2021-02-12 09:50:16 UTC
Built: R 4.6.0; ; 2026-04-25 23:02:59 UTC; unix
