Description Usage Arguments Value

This function is modified from CCA package rcc function. This function is used for simulation. Inputs should be correlation or covariance matrices of each data set and between datasets.

1 | ```
myrcc(R1, R2, R12, lambda1, lambda2, tol = 1e-04)
``` |

`R1` |
correlation/covariance/rank-based correlation matrix of dataset |

`R2` |
correlation/covariance/rank-based correlation matrix of dataset |

`R12` |
correlation/covariance/rank-based correlation matrix between dataset |

`lambda1` |
tuning parameter (a scalar value) for dataset |

`lambda2` |
tuning parameter (a scalar value) for dataset |

`tol` |
tolerance for eigenvalues. Refer to |

`myrcc`

returns a data.frame containing

cancor: estimated canonical correlation.

w1: estimated canonical direction

*w1*.w2: estimated canonical direction

*w2*.

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