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
Performs Canonical Correlation Analysis (CCA)
Usage
canonical_correlation_analysis(y, Nregio, r_glob, r_reg)
Arguments
y
A numeric matrix containing all variables (T × N).
Nregio
Integer vector specifying the number of variables in each block.
r_glob
Integer. Number of global factors to be extracted.
r_reg
Integer vector. Number of regional (local) factors to be extracted for each block.
Value
A numeric matrix of estimated factors (T × r_glob).
FARS documentation built on Feb. 17, 2026, 5:06 p.m.
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View source: R/canonical_correlation_analysis.R
| canonical_correlation_analysis | R Documentation |
Canonical Correlation Analysis for MLDFM
Description
Performs Canonical Correlation Analysis (CCA)
Usage
canonical_correlation_analysis(y, Nregio, r_glob, r_reg)
Arguments
y |
A numeric matrix containing all variables (T × N). |
Nregio |
Integer vector specifying the number of variables in each block. |
r_glob |
Integer. Number of global factors to be extracted. |
r_reg |
Integer vector. Number of regional (local) factors to be extracted for each block. |
Value
A numeric matrix of estimated factors (T × r_glob).
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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