off.diagonal.lambda: Calculates the value of the shrinkage coefficient for the...
In FRCC: Fast Regularized Canonical Correlation Analysis
off.diagonal.lambda R Documentation
Calculates the value of the shrinkage coefficient for the off-diagonal matrices
Description
Calculates the value of the shrinkage coefficient for the off-diagonal
matrices as described in [Cruz-Cano et al., 2012]
Usage
off.diagonal.lambda(xs, p, q)
Arguments
xs
Matrix with the values for the datasets X and Y.
p
Number of variables in the dataset X.
q
Number of variables in the dataset Y.
Value
Shrinkage coefficient for the off-diagonal matrices used to calculate the FRCC canonical structure.
Author(s)
Raul Cruz-Cano
References
Cruz-Cano, R.; Lee, M.L.T.; Fast Regularized Canonical Correlation Analysis,
Computational Statistics & Data Analysis, Volume 70, 2014, Pages 88-100,
ISSN 0167-9473, https://doi.org/10.1016/j.csda.2013.09.020.
FRCC documentation built on Oct. 29, 2022, 5:06 p.m.
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| off.diagonal.lambda | R Documentation |
Calculates the value of the shrinkage coefficient for the off-diagonal matrices
Description
Calculates the value of the shrinkage coefficient for the off-diagonal matrices as described in [Cruz-Cano et al., 2012]
Usage
off.diagonal.lambda(xs, p, q)
Arguments
xs |
Matrix with the values for the datasets X and Y. |
p |
Number of variables in the dataset X. |
q |
Number of variables in the dataset Y. |
Value
Shrinkage coefficient for the off-diagonal matrices used to calculate the FRCC canonical structure.
Author(s)
Raul Cruz-Cano
References
Cruz-Cano, R.; Lee, M.L.T.; Fast Regularized Canonical Correlation Analysis, Computational Statistics & Data Analysis, Volume 70, 2014, Pages 88-100, ISSN 0167-9473, https://doi.org/10.1016/j.csda.2013.09.020.
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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