Integrative Analysis of Several Related Data Matrices

A generalization of principal component analysis for integrative analysis. The method finds principal components that describe single matrices or that are common to several matrices. The solutions are sparse. Rank of solutions is automatically selected using cross validation. The method is described in Kallus, Johansson, Nelander and J├Ârnsten (2019) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


2.0.1 by Jonatan Kallus, a year ago

Browse source code at

Authors: Jonatan Kallus [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports digest, gsl

Linking to Rcpp, RcppEigen

See at CRAN