cancorRed: Calculate first canonical correlation

Description Usage Arguments Details Value Note Author(s) See Also

View source: R/KDSNvarSelect.R

Description

Calculates the first canonical correlation between two sets of variables.

Usage

1
cancorRed(x, y, xcenter = TRUE, ycenter = TRUE)

Arguments

x

Numeric matrix (n * p1), containing the x coordinates.

y

Numeric matrix (n * p2), containing the y coordinates.

xcenter

Logical or numeric vector of length p1, describing any centering to be done on the x values before the analysis. If the argument is TRUE (default), then all columns are centered. Otherwise not adjustment is made.

ycenter

analogous to xcenter, but for the y values.

Details

The canonical correlation analysis seeks linear combinations of the y variables which are well explained by linear combinations of the x variables. The relationship is symmetric as 'well explained' is measured by correlations.

Value

First canonical correlation (numeric vector).

Note

This function is a reduced version of the original Code in the base package cancor. In comparison to the original, it does only calculate the first canonical correlation, but the runtime is reduced.

Author(s)

Thomas Welchowski welchow@imbie.meb.uni-bonn.de

See Also

cancor, rdcPart, rdcVarOrder


kernDeepStackNet documentation built on May 2, 2019, 8:16 a.m.