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MoMA

MoMA: Modern Multivariate Analysis in R

Sparsity Choices

moma_sparsity_options

Sparsity-inducing penalty in MoMA

moma_lasso()

LASSO (least absolute shrinkage and selection operator)

moma_mcp()

MCP (minimax concave penalty)

moma_scad()

SCAD (smoothly clipped absolute deviation)

moma_fusedlasso()

Fused LASSO

moma_spfusedlasso()

Sparse fused LASSO

moma_slope()

SLOPE (sorted \(\ell\)-one penalized estimation)

moma_grplasso()

Group LASSO

moma_l1tf()

L1 trend filtering

moma_cluster()

Cluster penalty

Smoothness Choices

moma_smoothness()

Smoothness-inducing Term

second_diff_mat()

Second difference matrix

Selection Scheme of Tuning Parameters

select_scheme

Introduction to selection schemes in MoMA

Deflation Schemes

PCA_deflation

Deflation Schemes for PCA

CCA_deflation

The Deflation Scheme for CCA

LDA_deflation

The Deflation Scheme for LDA

Multivariate Models

moma_R6

R6 objects for storing and accessing the results of SFPCA / SFLDA / SFCCA

moma_sfcca() moma_scca() moma_twscca() moma_fcca() moma_twfcca()

Sparse and functional CCA

moma_sflda() moma_slda() moma_twslda() moma_flda() moma_twflda()

Sparse and functional LDA

moma_sfpca() moma_spca() moma_twspca() moma_fpca() moma_twfpca()

Sparse and functional PCA

Logging

moma_logger_level()

MoMA Package Logging Functionality

moma_session_info()

Session Info used for Bug Reporting

Algorithm Settings

moma_pg_settings()

Algorithm settings for solving the penalized SVD problem