PMA: Penalized Multivariate Analysis

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.

Version: 1.0.5
Depends: R (≥ 1.9.0), plyr
Published: 2009-12-06
Author: Daniela Witten and Rob Tibshirani and Sam Gross
Maintainer: Daniela Witten <dwitten at stanford.edu>
License: GPL (≥ 2)
CRAN checks: PMA results

Downloads:

Package source: PMA_1.0.5.tar.gz
MacOS X binary: PMA_1.0.5.tgz
Windows binary: PMA_1.0.5.zip
Reference manual: PMA.pdf
Old sources: PMA archive