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>.
|Author||Daniela Witten and Rob Tibshirani|
|Maintainer||Rob Tibshirani <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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