Estimating and Testing the Number of Interesting Components in Linear Dimension Reduction

For different linear dimension reduction methods like principal components analysis (PCA), independent components analysis (ICA) and supervised linear dimension reduction tests and estimates for the number of interesting components (ICs) are provided.


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install.packages("ICtest")

0.2 by Klaus Nordhausen, 5 months ago


Browse source code at https://github.com/cran/ICtest


Authors: Klaus Nordhausen, Hannu Oja, David E. Tyler, Joni Virta


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, graphics, Rcpp, ICSNP, survey, GGally, png

Depends on JADE, ICS, ggplot2

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo


See at CRAN