RSCA: RSCA: A package for regularized simultaneous component...

Description DISCOsca TuckerCoef VAF cv_sparseSCA cv_structuredSCA maxLGlasso mySTD pca_gca sparseSCA structuredSCA undoShrinkage

Description

The RSCA provides the following functions for performing regularized SCA.

DISCOsca

A DISCO-SCA procedure for identifying common and distinctive components.

TuckerCoef

Tucker's coefficient of congruence between columns but after accounting for permutational freedom and reflections.

VAF

Proportion of variance accounted for (VAF) for each block and each principal component.

cv_sparseSCA

A K-fold cross-validation procedure when common/distinctive processes are unknown with Lasso and Group Lasso penalties.

cv_structuredSCA

A K-fold cross-validation procedure when common/distinctive processes are known, with a Lasso penalty.

maxLGlasso

An algorithm for determining the smallest values for Lasso and Group Lasso tuning parameters that yield all zeros.

mySTD

Standardize the given data matrix per column, over the rows.

pca_gca

PCA-GCA method for selecting the number of common and distinctive components.

sparseSCA

Variable selection with Lasso and Group Lasso with a multi-start procedure.

structuredSCA

Variable selection algorithm with a predefined component loading structure.

undoShrinkage

Undo shrinkage (on estimated component loading matrix).


ZhengguoGu/RSCA documentation built on July 5, 2019, 2:26 a.m.