standardCCA | R Documentation |
This function is modified from original CCA function for two reasons: to deal with only positive eigenvalues larger than the tolerance when calculating the inverse of the matrices and to compute Singular Value Decomposition using irlba
algorithm. Inputs should be correlation or covariance matrices of each data set and between datasets. This function returns only the first pair of canonical covariates.
standardCCA(S1, S2, S12, tol = 1e-04)
S1 |
correlation/covariance matrix of dataset |
S2 |
correlation/covariance matrix of dataset |
S12 |
correlation/covariance matrix between dataset |
tol |
tolerance for eigenvalues. |
standardCCA
returns a data.frame containing
cancor: estimated canonical correlation.
w1: estimated canonical direction w1.
w2: estimated canonical direction w2.
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