pcev - Principal Component of Explained Variance
Principal component of explained variance (PCEV) is a statistical tool for the analysis of a multivariate response vector. It is a dimension- reduction technique, similar to Principal component analysis (PCA), that seeks to maximize the proportion of variance (in the response vector) being explained by a set of covariates.
Last updated 6 years ago
4.30 score 4 stars 7 scripts 172 downloadscovequal - Test for Equality of Covariance Matrices
Computes p-values using the largest root test using an approximation to the null distribution by Johnstone (2008) <DOI:10.1214/08-AOS605>.
Last updated 7 years ago
high-dimensional-data
2.70 score 4 scripts 526 downloads