Penalized Multivariate Analysis
Description
A modified version of PMA. The CCA() and CCA.permute() functions can also compute the
component-wise standard deviations of estimated U and V through
permutations in addition to standardize them. Furthermore, it computes
the non-parametric p-values for each components.
Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal
components analysis, and sparse canonical correlation analysis, described in
Ali Mahzarnia, Alexander Badea (2022), "Joint Estimation of Vulnerable Brain Networks and Alzheimer<80><99>s Disease Risk Via Novel Extension of Sparse Canonical Correlation" at bioRxiv.