JICO: Joint and Individual Regression

Implements the JICO algorithm [Wang, P., Wang, H., Li, Q., Shen, D., & Liu, Y. (2022). <arXiv:2209.12388>], which solves the multi-group regression problem. The algorithm decomposes the responses from multiple groups into shared and group-specific components, which are driven by low-rank approximations of joint and individual structures from the covariates respectively. It provides the implementation of the algorithm so solve the iterative continuum regression problem with fixed rank selection, as well as the cross-validation function to perform hyperparameter tuning.

Getting started

Package details

AuthorPeiyao Wang [aut, cre]
MaintainerPeiyao Wang <peiyaow76@gmail.com>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

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JICO documentation built on May 31, 2023, 6:34 p.m.