PMA: Penalized Multivariate Analysis

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

AuthorDaniela Witten and Rob Tibshirani
MaintainerRob Tibshirani <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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PMA documentation built on March 26, 2020, 7:27 p.m.