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Select number of factors via eigenvalue proportion rule

Source: R/selection.R
select_k_from_sigma.Rd

This follows the simple rule used in the nutrition case study: choose K as the number of eigenvalues explaining > cutoff proportion of total variance.

Usage

select_k_from_sigma(Sigma, cutoff = 0.05)

Arguments

Sigma

A symmetric covariance matrix.

cutoff

Proportion threshold (default 0.05).

Value

Integer K.