Penalized Multivariate Analysis
Select tuning parameters for sparse canonical correlation analysis usi...
Perform sparse canonical correlation analysis using the penalized matr...
Download and return the breast data
Select tuning parameters for sparse multiple canonical correlation ana...
Perform sparse multiple canonical correlation analysis.
Plot CGH data
Penalized Multivariate Analysis
Do tuning parameter selection for PMD via cross-validation
Get a penalized matrix decomposition for a data matrix.
Perform cross-validation on sparse principal component analysis
Perform sparse principal component analysis
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>.