CVR: Canonical Variate Regression

Perform canonical variate regression (CVR) for two sets of covariates and a univariate response, with regularization and weight parameters tuned by cross validation.

Version:	0.1.1
Depends:	R (≥ 3.2.1), PMA
Imports:	Rcpp
LinkingTo:	Rcpp, RcppArmadillo
Published:	2017-03-22
Author:	Chongliang Luo, Kun Chen.
Maintainer:	Chongliang Luo <chongliang.luo at uconn.edu>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	yes
CRAN checks:	CVR results

Documentation:

Reference manual:

CVR.pdf

Downloads:

Package source:	CVR_0.1.1.tar.gz
Windows binaries:	r-devel: CVR_0.1.1.zip, r-release: CVR_0.1.1.zip, r-oldrel: CVR_0.1.1.zip
macOS binaries:	r-release (arm64): CVR_0.1.1.tgz, r-oldrel (arm64): CVR_0.1.1.tgz, r-release (x86_64): CVR_0.1.1.tgz, r-oldrel (x86_64): CVR_0.1.1.tgz

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