Linked matrix factorization (LMF) code for the integration of multiple linked data matrices [1], written primarily by Michael O'Connell.
'lmf_perm' performs a joint and individual LMF decomposiion with ranks selected by perumtation testing.
'lmf.cv' performs a joint and individual LMF decomposition with ranks selected by cross-validation.
'lmf_impute' performs missing value imputation using joing LMF
'lmf_impute_ji' performs missing value imputation using a joint and invidual LMG (LMF-JIVE)
[1] O'Connell, M.J. & Lock, E. F. (2017). Linked Matrix Factorization. arXiv preprint: https://arxiv.org/abs/1710.02931 .