Determining an Adequate Number of Principal Components
The problem of choosing the number of PCs to retain is analyzed in the context of <i>model selection</i>, using so-called <i>model selection criteria</i> (MSCs). For a prespecified set of models, indexed by k=1,2,…,K, these model selection criteria (MSCs) take the form MSC<i><sub>k</sub></i>=<i><sub...
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2022
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/81645 |
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