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 .


Reference manual

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1.2.1 by Rob Tibshirani, 16 days ago

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Authors: Daniela Witten and Rob Tibshirani

Documentation:   PDF Manual  

GPL (>= 2) license

Imported by DCA, SmCCNet.

Depended on by CVR, LPGraph.

Suggested by nscancor.

See at CRAN