PMA-package

<p>This package is called <strong>PMA</strong>, for __P__enalized __M__ultivariate
__A__nalysis.  It implements three methods: A penalized matrix
decomposition, sparse principal components analysis, and sparse
canonical correlations analysis. All are described in the reference below.
The main functions are: <code>PMD</code>, <code>CCA</code> and <code>SPC</code>.</p>

package

Performs Penalized Multivariate Analysis: a penalized
matrix decomposition, sparse principal components analysis,
and sparse canonical correlation analysis, described in
Witten, Tibshirani and Hastie (2009)
<doi:10.1093/biostatistics/kxp008> and Witten and Tibshirani
(2009) Extensions of sparse canonical correlation analysis,
with applications to genomic data
<doi:10.2202/1544-6115.1470>.

PMA-package: Penalized Multivariate Analysis

Description

Arguments

Details

References