PMA
swMATH19126CRANPMAMaRDI QIDQ30956
Penalized Multivariate Analysis
Daniela M. Witten, Rob Tibshirani, Sam Gross, Balasubramanian Narasimhan
Last update: 6 February 2024
Software version identifier: 1.2.1, 1.0.1, 1.0.2, 1.0.4, 1.0.5, 1.0.6, 1.0.7.1, 1.0.7, 1.0.8, 1.0.9, 1.0.10, 1.0.11, 1.0, 1.1, 1.2-2, 1.2, 1.2-3
Source code repository: https://github.com/cran/PMA
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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>.
