Sparse Canonical Correlation Analysis for High-Dimensional Mixed Data

CorrStructure | Construct a correlation matrix |

estimateR | Estimate latent correlation matrix |

find_w12bic | Internal mixedCCA function finding w1 and w2 given R1, R2 and... |

GenerateData | Mixed type simulation data generator for sparse CCA |

KendallTau | Kendall's tau correlation |

lambdaseq_generate | Internal data-driven lambda sequence generating function. |

mixedCCA | Sparse CCA for data of mixed types with BIC criterion |

myrcc | Internal RidgeCCA function |

standardCCA | Internal standard CCA function. |

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