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alexpghayes / hayeslib

personal utility functions and some experimentation with an R package
https://alexpghayes.github.io/hayeslib/
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Some preprocessing functions to implement #9

Open alexpghayes opened 6 years ago

alexpghayes commented 6 years ago

A wrapper around PCA that easily lets the user specify a number of principal components to drop into irlba for high dimensional situations when computing the full PCA is overkill. PCA should include smart ways to select number of PCs: elbow method, random matrix singular values, etc.

Automated elbow selection.

yscale and 2sescale following WinVector and Gelman scalers

alexpghayes commented 6 years ago

Tibshirani has a paper on elbow selection I think?