PMA-package | R Documentation |
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
.
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.
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.
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