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A generalization of principal component analysis for integrative analysis. The method finds principal components that describe single matrices or that are common to several matrices. The solutions are sparse. Rank of solutions is automatically selected using cross validation. The method is described in Kallus, Johansson, Nelander and Jörnsten (2019).
To install the development version from GitHub, run
devtools::install_github("cyianor/mmpca")New features will be available here first.
To install the official CRAN version it is enough to run
install.packages("mmpca")These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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