cpca

R package cpca. This package contains methods to perform Common Principal Component Analysis (CPCA). The stepwise method by Trendafilov is published in the current version. Please see Trendafilov (2010). Stepwise estimation of common principal components. Computational Statistics & Data Analysis, 54(12), 3446-3457. doi:10.1016/j.csda.2010.03.010

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