Integrative Analysis of Several Related Data Matrices

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 J├Ârnsten (2019).

Install development version

To install the development version from GitHub, run


New features will be available here first.

Install CRAN version

To install the official CRAN version it is enough to run