find_significant_pcs finds significant PC's given the eigenvalues.

find_significant_pcs(S, method = "outlier", n = NULL, d = NULL)

Arguments

S

numeric vector with eigenvalues of covariance matrix, sorted in descending order.

method

optional string specifying method to estimate number of significant PCs

n

optional integer specifying number of rows in the data matrix. Default is NULL

d

optional integer specifying number of columns in the data matrix. Default is NULL

Value

number of significant PCs