JICO - Joint and Individual Regression

An R package that implements the JICO algorithm [Wang, P., Wang, H., Li, Q., Shen, D., & Liu, Y. (2022). <arXiv:2209.12388>]. It aims at solving the multi-group regression problem. The algorithm decomposes the responses from multiple groups into shared and group-specific components, which are driven by low-rank approximations of joint and individual structures from the covariates respectively.