Supervised Penalized Canonical Correlation Analysis
Andrea Thum, Lore Westphal, Tilo Lübken, Sabine Rosahl, Steffen Neumann and Stefan Posch
spCCA is an R-package for a supervised penalized canonical correlation
analysis that uses two data matrices and one experimental design data
matrix to compute explainable canonical variables. It uses an elastic
net approach for a sparse solution for strong regularized data matrices.
Supplementary material :
- The source package for spCCA 0.1.5