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
.
Maintainer: Balasubramanian Narasimhan naras@stanford.edu
Authors:
Daniela Witten
Rob Tibshirani tibs@stanford.edu
Sam Gross
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.
Witten D. M., Tibshirani R., and Hastie, T. (2009) tools:::Rd_expr_doi("10.1093/biostatistics/kxp008").
Useful links: