MATLAB code for kPC may be downloaded below. In order to use this code, you must have the Spider Toolkit with the Relevance Vector Regression Extra installed - available at http://www.kyb.tuebingen.mpg.de/bs/people/spider. To use kpc with the default settings use 'kpc(X, alpha)' where X is an n x p data matrix (n observations and p variables) and alpha is the significance level.

Download kPC MATLAB code