PMA2: Penalized Multivariate Analysis
A modified version of PMA. The CCA() and CCA.permute() functions can also compute the
component-wise standard deviations of estimated U and V through
permutations in addition to standardize them. Furthermore, it computes
the non-parametric p-values for each components.
Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal
components analysis, and sparse canonical correlation analysis, described in
Ali Mahzarnia, Alexander Badea (2022), "Joint Estimation of Vulnerable Brain Networks and Alzheimer’s Disease Risk Via Novel Extension of Sparse Canonical Correlation" at bioRxiv.
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