# 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 Jörnsten (2019)](https://arxiv.org/abs/1911.04927).

- **Original package author**: Jonatan Kallus
- **Maintainer**: Felix Held

## Install development version

To install the development version from GitHub, run

```r
devtools::install_github("cyianor/mmpca")
```

New features will be available here first.

## Install CRAN version

To install the official CRAN version it is enough to run

```r
install.packages("mmpca")
```
