This package is called PMA, for __P__enalized __M__ultivariate
__A__nalysis. It implements three methods: A penalized matrix
decomposition, sparse principal components analysis, and sparse
canonical correlations analysis. All are described in the reference below.
The main functions are:
PMD, performs a penalized matrix decomposition.
performs sparse canonical correlation analysis.
SPC performs sparse
principal components analysis.
There also are cross-validation functions for tuning parameter selection for
each of the above methods:
nice plots for DNA copy number data.
Witten D. M., Tibshirani R., and Hastie, T. (2009) doi: 10.1093/biostatistics/kxp008.
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