This package is called PMA, 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: PMD, CCA and SPC.
The first, PMD, performs a penalized matrix decomposition. CCA
performs sparse canonical correlation analysis. SPC performs sparse
principal components analysis.
There also are cross-validation functions for tuning parameter selection for
each of the above methods: SPC.cv, PMD.cv, CCA.permute. And PlotCGH produces
nice plots for DNA copy number data.
Ali Mahzarnia, Alexander Badea (2022), Joint Estimation of Vulnerable Brain Networks and Alzheimer<U+2019>s Disease Risk Via Novel Extension of Sparse Canonical Correlation at bioRxiv.