Implements the JICO algorithm [Wang, P., Wang, H., Li, Q., Shen, D., & Liu, Y. (2022). <arXiv:2209.12388>], which solves the multigroup regression problem. The algorithm decomposes the responses from multiple groups into shared and groupspecific components, which are driven by lowrank 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 crossvalidation function to perform hyperparameter tuning.
Package details 


Author  Peiyao Wang [aut, cre] 
Maintainer  Peiyao Wang <peiyaow76@gmail.com> 
License  GPL (>= 3) 
Version  0.0 
Package repository  View on CRAN 
Installation 
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