R/lcv.R

In RKUM: Robust Kernel Unsupervised Methods

lcv <-
function (X, Y, res) 
   {
    X.aux = scale(X, center = TRUE, scale = FALSE)
    Y.aux = scale(Y, center = TRUE, scale = FALSE)
    X.aux[is.na(X.aux)] = 0
    Y.aux[is.na(Y.aux)] = 0
    xscores = X.aux %*% res$xcoef
    yscores = Y.aux %*% res$ycoef
    corr.X.xscores = cor(X, xscores, use = "pairwise")
    corr.Y.xscores = cor(Y, xscores, use = "pairwise")
    corr.X.yscores = cor(X, yscores, use = "pairwise")
    corr.Y.yscores = cor(Y, yscores, use = "pairwise")
    return(list(xscores = xscores, yscores = yscores, corr.X.xscores = corr.X.xscores, 
        corr.Y.xscores = corr.Y.xscores, corr.X.yscores = corr.X.yscores, 
        corr.Y.yscores = corr.Y.yscores))
   }