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Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in Witten, Tibshirani and Hastie (2009) <doi:10.1093/biostatistics/kxp008> and Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data <doi:10.2202/1544-6115.1470>.
Package details |
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Author | Daniela Witten [aut], Rob Tibshirani [aut], Sam Gross [aut], Balasubramanian Narasimhan [cre, aut] |
Maintainer | Balasubramanian Narasimhan <naras@stanford.edu> |
License | GPL (>= 2) |
Version | 1.2-4 |
URL | https://github.com/bnaras/PMA |
Package repository | View on CRAN |
Installation |
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