PMA (1.0.4)

Penalized Multivariate Analysis.

http://cran.r-project.org/web/packages/PMA

Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in the following papers: (1) Witten, Tibshirani and Hastie (2009) A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis. Biostatistics 10(3):515-534. (2) Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data. Statistical Applications in Genetics and Molecular Biology 8(1): Article 28.

Maintainer: Daniela Witten
Author(s): Daniela Witten and Rob Tibshirani and Sam Gross

License: GPL (>= 2)

Uses: plyr
Reverse depends: CVR, LPGraph, smart
Reverse suggests: irlba, nscancor

Released over 9 years ago.