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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.
| github.com/bnaras/PMA | |
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