SpatMCA

Regularized Spatial Maximum Covariance Analysis


Keywords
admm, cca, cross-covariance, lasso, r, rcpparmadillo, rcppparallel, splines
License
GPL-2.0

Documentation

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SpatMCA

Description

SpatMCA is an R package that provides regularized maximum covariance analysis,

  • identifying smooth and localized couple patterns to understand how one spatial process is affected by another
  • suitable for either regularly or irregularly spaced data, including 1D, 2D, and 3D
  • by the alternating direction method of multipliers (ADMM) algorithm

Installation

To get the current released version from CRAN:

install.packages("SpatMCA")

To get the current development version from GitHub:

devtools::install_github("egpivo/SpatMCA")

To compile C++ code with the package RcppArmadillo,

  • Windows users require Rtools
  • Mac users require Xcode Command Line Tools, and install the library gfortran by typing the following lines into terminal
 curl -O http://r.research.att.com/libs/gfortran-4.8.2-darwin13.tar.bz2
 sudo tar fvxz gfortran-4.8.2-darwin13.tar.bz2 -C /

More details can be found here.

Author

Wen-Ting Wang and Hsin-Cheng Huang

Maintainer

Wen-Ting Wang

Reference

Wang, W.-T. and Huang, H.-C. (2017). Regularized spatial maximum covaraince analysis, Environmetrics, 29, https://doi.org/10.1002/env.2481

License

GPL-2