Code to reproduce computational results from the paper:
Deterministic Parallel Analysis: an improved method for selecting factors and principal components, https://arxiv.org/abs/1711.04155. E. Dobriban, A.B. Owen, Published in JRSS-B, 2019
Please see the /Code folder for functions implementing the methods proposed.
The main function is ddpa.m
See the /Experiments folder for the code to reproduce the experiments presented.