DESCRIPTION

Package: jaws
Type: Package
Title: Jackstraw Weighted Shrinkage Methods
Version: 0.1
Date: 2016-01-05
Author: Neo Christopher Chung <nchchung@gmail.com>, John D. Storey
    <jstorey@princeton.edu>
Maintainer: Neo Christopher Chung <nchchung@gmail.com>
Imports:
    corpcor,
    jackstraw,
    lfa,
    qvalue
Description: Estimate sparse loadings (i.e., coefficients) of Principal
    Component Analysis, Logistic Factor Analysis, and other techniques in the
    context of Latent Variable Models. Generally, this can facilitate calculation
    of shrunken R^2 and related quantities that represent estimated latent variables
    more accurately. Using systematic variation driven by latent variables, this
    package also estimate covariance matrices of high-dimensional data when a
    number of rows (variables) is exceedingly larger than a number of observations
    (columns).
License: GPL-2
LazyData: TRUE
RoxygenNote: 5.0.1