Sparse Common and Distinctive Covariates Regression: sparse covariates regression for multiblock data. Captures common and distinctive processes underlying multiple data blocks. The method combines SCaDS (de Schipper & Van Deun, 2018) and SPCovR (Van Deun, Crompvoets & Ceulemans, 2018).
Brief info about the directories:
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functions: core functions of SCD-CovR and other functions such as cross-validation necesary for executing the simulation study and the empirical study
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empirical example: script for the application use of the method provided in the manuscript
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simulation study: running the simulation study, extracting the relevant evaluation criteria