PMA-package: Penalized Multivariate Analysis

PMA-packageR Documentation

Penalized Multivariate Analysis

Description

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, CCA and SPC.

Details

The first, PMD, performs a penalized matrix decomposition. CCA 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: SPC.cv, PMD.cv, CCA.permute. And PlotCGH produces nice plots for DNA copy number data.

References

Ali Mahzarnia, Alexander Badea (2022), Joint Estimation of Vulnerable Brain Networks and Alzheimer’s Disease Risk Via Novel Extension of Sparse Canonical Correlation at bioRxiv.


PMA2 documentation built on May 12, 2022, 9:06 a.m.

Related to PMA-package in PMA2...