Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in the following papers: (1) Witten, Tibshirani and Hastie (2009) A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis. Biostatistics 10(3):515-534. (2) Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data. Statistical Applications in Genetics and Molecular Biology 8(1): Article 28.
|Author||Daniela Witten and Rob Tibshirani and Sam Gross and Balasubramanian Narasimhan|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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