CVR: Canonical Variate Regression

Perform canonical variate regression (CVR) for two sets of covariates and a univariate response, with regularization and weight parameters tuned by cross validation.

Version: 0.1.1
Depends: R (≥ 3.2.1), PMA
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-03-22
Author: Chongliang Luo, Kun Chen.
Maintainer: Chongliang Luo <chongliang.luo at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: CVR results


Reference manual: CVR.pdf
Package source: CVR_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: not available
OS X Mavericks binaries: r-oldrel: CVR_0.1.1.tgz


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