stephens999 / ash-pca-sfa Goto Github PK
View Code? Open in Web Editor NEWA project applying adaptive shrinkage to PCA, Sparse Factor Analysis, and related ideas
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correcting for pcs
seems like correcting for the first PC with shrinkage should be better than without shrinkage, even if the shrinkage is not strong enough? But in my example, correcting for first 14 PCs without shrinkage seems to do really well. Look into this, maybe just looking at first PC?
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