Semi-parametric approach for sparse canonical correlation analysis which can handle mixed data types: continuous, binary and truncated continuous. Bridge functions are provided to connect Kendall's tau to latent correlation under the Gaussian copula model. The methods are described in Yoon, Carroll and Gaynanova (2020) <doi:10.1093/biomet/asaa007> and Yoon, Müller and Gaynanova (2020) <arXiv:2006.13875>.
|Author||Grace Yoon [aut] (<https://orcid.org/0000-0003-3263-1352>), Irina Gaynanova [aut, cre] (<https://orcid.org/0000-0002-4116-0268>)|
|Maintainer||Irina Gaynanova <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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