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Dear Reader, this Github repository consists of the work done for the Final Project in the course "Statistical Computation and Visualization", lectured in the fall semester 2022/23 at the EPFL in Lausanne by Tomas Masák. The goal of this project was to compare different methods for cross-validation that can be use to validate the amount of principal components in a PCA-Analysis Link to the rendered final report : http://htmlpreview.github.io/?https://github.com/evandieren/CV-for-PCA/blob/main/final_proj.html
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Thorough comparison of five Cross-Validation methods to find number of PCs for PCA