ccaPP-package: (Robust) Canonical Correlation Analysis via Projection...

ccaPP-packageR Documentation

(Robust) Canonical Correlation Analysis via Projection Pursuit

Description

Canonical correlation analysis and maximum correlation via projection pursuit, as well as fast implementations of correlation estimators, with a focus on robust and nonparametric methods.

Details

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Author(s)

Andreas Alfons [aut, cre] (<https://orcid.org/0000-0002-2513-3788>), David Simcha [ctb] (O(n log(n)) implementation of Kendall correlation)

Maintainer: Andreas Alfons <alfons@ese.eur.nl>

References

A. Alfons, C. Croux and P. Filzmoser (2016) Robust maximum association between data sets: The R Package ccaPP. Austrian Journal of Statistics, 45(1), 71–79.

A. Alfons, C. Croux and P. Filzmoser (2016) Robust maximum association estimators. Journal of the American Statistical Association, 112(517), 435–445.


ccaPP documentation built on Sept. 11, 2024, 8:20 p.m.