rearrange.frcc: Rearranges the canonical structure according to the canonical...

View source: R/frcc.R

rearrange.frccR Documentation

Rearranges the canonical structure according to the canonical correlations

Description

By using the minimum risk estimators of the correlation matrices instead of the sample correlation matrices the FRCC algorithm might disrupt the order of the canonical correlations and hence of the canonical structure. This is unacceptable for the algorithm used to calculate the p-values which requires the canonical correlations to be ordered in a descending order. This function rearranges the canonical structure according to the canonical correlations from largest to smallest.

Usage

rearrange.frcc(res.frcc)

Arguments

res.frcc

List containing a canonical structure produced by the function frcc.

Value

A list containing the sorted 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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