Automatic estimation of number of principal components in PCA with PEnalized SEmi-integrated Likelihood (PESEL)
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What is this repository for?

Package pesel

  • is R package for estimating number of relevant principal components in PCA
  • provides posterior distribution on number of components
  • works well with number of variables larger, than the number of observations

How do I get set up?

  • Install pesel package using devtools package
  • No additional configuration is needed
  • Read vignette to get familiar with basic usage

Who do I talk to?

  • If help provided in the package documentation does not solve your problem please contact Piotr.Sobczyk[at]

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This project has received funding from the European Union’s Seventh Framework Programme for research, technological development and demonstration under grant agreement no 602552.