cca.fd | R Documentation |
Carry out a functional canonical correlation analysis with regularization or roughness penalties on the estimated canonical variables.
cca.fd(fdobj1, fdobj2=fdobj1, ncan = 2,
ccafdPar1=fdPar(basisobj1, 2, 1e-10),
ccafdPar2=ccafdPar1, centerfns=TRUE)
fdobj1 |
a functional data object. |
fdobj2 |
a functional data object. By default this is |
ncan |
the number of canonical variables and weight functions to be computed. The default is 2. |
ccafdPar1 |
a functional parameter object defining the first set of canonical
weight functions. The object may contain specifications for a
roughness penalty. The default is defined using the same basis
as that used for |
ccafdPar2 |
a functional parameter object defining the second set of canonical
weight functions. The object may contain specifications for a
roughness penalty. The default is |
centerfns |
if TRUE, the functions are centered prior to analysis. This is the default. |
an object of class cca.fd
with the 5 slots:
ccwtfd1 |
a functional data object for the first canonical variate weight function |
ccwtfd2 |
a functional data object for the second canonical variate weight function |
cancorr |
a vector of canonical correlations |
ccavar1 |
a matrix of scores on the first canonical variable. |
ccavar2 |
a matrix of scores on the second canonical variable. |
Ramsay, James O., Hooker, Giles, and Graves, Spencer (2009), Functional data analysis with R and Matlab, Springer, New York.
Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York.
Ramsay, James O., and Silverman, Bernard W. (2002), Applied Functional Data Analysis, Springer, New York.
plot.cca.fd
,
varmx.cca.fd
,
pca.fd
# Canonical correlation analysis of knee-hip curves
gaittime <- (1:20)/21
gaitrange <- c(0,1)
gaitbasis <- create.fourier.basis(gaitrange,21)
lambda <- 10^(-11.5)
harmaccelLfd <- vec2Lfd(c(0, 0, (2*pi)^2, 0))
gaitfd <- fda::fd(matrix(0,gaitbasis$nbasis,1), gaitbasis)
gaitfdPar <- fda::fdPar(gaitfd, harmaccelLfd, lambda)
gaitfd <- fda::smooth.basis(gaittime, gait, gaitfdPar)$fd
ccafdPar <- fda::fdPar(gaitfd, harmaccelLfd, 1e-8)
ccafd0 <- cca.fd(gaitfd[,1], gaitfd[,2], ncan=3, ccafdPar, ccafdPar)
# display the canonical correlations
round(ccafd0$ccacorr[1:6],3)
# compute a VARIMAX rotation of the canonical variables
ccafd <- varmx.cca.fd(ccafd0)
# plot the canonical weight functions
oldpar <- par(no.readonly= TRUE)
plot.cca.fd(ccafd)
par(oldpar)
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