PMA

Penalized Multivariate Analysis

Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in Witten, Tibshirani and Hastie (2009) and Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data .

PMA

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Penalized Multivariate Analysis.

Reference manual

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install.packages("PMA")

1.2-4 by Balasubramanian Narasimhan, 2 years ago

https://github.com/bnaras/PMA

Report a bug at https://github.com/bnaras/PMA/issues

Browse source code at https://github.com/cran/PMA

Authors: Daniela Witten [aut] , Rob Tibshirani [aut] , Sam Gross [aut] , Balasubramanian Narasimhan [cre, aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports utils

Imported by HMC, prinvars.

Suggested by ccar3, conos, epca.

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