R: Integrative sparse canonical correlation analysis

iscca {iSFun}

R Documentation

Integrative sparse canonical correlation analysis

Description

This function provides a penalty-based integrative sparse canonical correlation analysis method to handle the multiple datasets with high dimensions generated under similar protocols, which consists of two built-in penalty items for selecting the important variables for users to choose, and two contrasted penalty functions for eliminating the diffierence (magnitude or sign) between estimators within each group.

Usage

iscca(x, y, L, mu1, mu2, mu3, mu4, eps = 1e-04, pen1 = "homogeneity",
  pen2 = "magnitude", scale.x = TRUE, scale.y = TRUE, maxstep = 50,
  submaxstep = 10, trace = FALSE, draw = FALSE)

Arguments

`x`	list of data matrices, L datasets of explanatory variables.
`y`	list of data matrices, L datasets of dependent variables.
`L`	numeric, number of datasets.
`mu1`	numeric, sparsity penalty parameter for vector u.
`mu2`	numeric, contrasted penalty parameter for vector u.
`mu3`	numeric, sparsity penalty parameter for vector v.
`mu4`	numeric, contrasted penalty parameter for vector v.
`eps`	numeric, the threshold at which the algorithm terminates.
`pen1`	character, "homogeneity" or "heterogeneity" type of the sparsity structure. If not specified, the default is homogeneity.
`pen2`	character, "magnitude" or "sign" based contrasted penalty. If not specified, the default is magnitude.
`scale.x`	character, "TRUE" or "FALSE", whether or not to scale the variables x. The default is TRUE.
`scale.y`	character, "TRUE" or "FALSE", whether or not to scale the variables y. The default is TRUE.
`maxstep`	numeric, maximum iteration steps. The default value is 50.
`submaxstep`	numeric, maximum iteration steps in the sub-iterations. The default value is 10.
`trace`	character, "TRUE" or "FALSE". If TRUE, prints out its screening results of variables.
`draw`	character, "TRUE" or "FALSE". If TRUE, plot the convergence path of loadings and the heatmap of coefficient beta.

Value

An 'iscca' object that contains the list of the following items.

x: list of data matrices, L datasets of explanatory variables with centered columns. If scale.x is TRUE, the columns of L datasets are standardized to have mean 0 and standard deviation 1.
y: list of data matrices, L datasets of dependent variables with centered columns. If scale.y is TRUE, the columns of L datasets are standardized to have mean 0 and standard deviation 1.
loading.x: the estimated canonical vector of variables x.
loading.y: the estimated canonical vector of variables y.
variable.x: the screening results of variables x.
variable.y: the screening results of variables y.
meanx: list of numeric vectors, column mean of the original datasets x.
normx: list of numeric vectors, column standard deviation of the original datasets x.
meany: list of numeric vectors, column mean of the original datasets y.
normy: list of numeric vectors, column standard deviation of the original datasets y.

Examples

# Load a list with 3 data sets
library(iSFun)
data("simData.cca")
x <- simData.cca$x
y <- simData.cca$y
L <- length(x)
mu1 <- mu3 <- 0.4
mu2 <- mu4 <- 2.5

prev_cca <- preview.cca(x = x, y = y, L = L, scale.x = TRUE, scale.y = TRUE)
res_homo_m <- iscca(x = x, y = y, L = L, mu1 = mu1, mu2 = mu2, mu3 = mu3, mu4 = mu4,
                    eps = 5e-2, maxstep = 50, submaxstep = 10, trace = TRUE, draw = TRUE)


res_homo_s <- iscca(x = x, y = y, L = L, mu1 = mu1, mu2 = mu2, mu3 = mu3, mu4 = mu4,
                    eps = 5e-2, pen1 = "homogeneity", pen2 = "sign", scale.x = TRUE,
                    scale.y = TRUE, maxstep = 50, submaxstep = 10, trace = FALSE, draw = FALSE)

mu1 <- mu3 <- 0.3
mu2 <- mu4 <- 2
res_hete_m <- iscca(x = x, y = y, L = L, mu1 = mu1, mu2 = mu2, mu3 = mu3, mu4 = mu4,
                    eps = 5e-2, pen1 = "heterogeneity", pen2 = "magnitude", scale.x = TRUE,
                    scale.y = TRUE, maxstep = 50, submaxstep = 10, trace = FALSE, draw = FALSE)

res_hete_s <- iscca(x = x, y = y, L = L, mu1 = mu1, mu2 = mu2, mu3 = mu3, mu4 = mu4,
                    eps = 5e-2, pen1 = "heterogeneity", pen2 = "sign", scale.x = TRUE,
                    scale.y = TRUE, maxstep = 50, submaxstep = 10, trace = FALSE, draw = FALSE)