canonical_correlation_analysis: Canonical Correlation Analysis (for MLDFM)
In FARS: Factor-Augmented Regression Scenarios
View source: R/canonical_correlation_analysis.R
canonical_correlation_analysis R Documentation
Canonical Correlation Analysis (for MLDFM)
Description
Computes factors using CCA across blocks, based on local PCA-extracted factors.
Usage
canonical_correlation_analysis(y, Nregio, r_glob, r_reg)
FARS documentation built on Aug. 8, 2025, 7:33 p.m.
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View source: R/canonical_correlation_analysis.R
| canonical_correlation_analysis | R Documentation |
Canonical Correlation Analysis (for MLDFM)
Description
Computes factors using CCA across blocks, based on local PCA-extracted factors.
Usage
canonical_correlation_analysis(y, Nregio, r_glob, r_reg)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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