gscca.bic: gscca model selection using bic

In DongyueXie/scca: Sparse Canonical Correlation Analysis - Intergrated Methods

Description

gscca model selection using bic

Usage

gscca.bic(x, y, edgex, edgey, maxsteps = 2000, plain = T,
  cv.method = "bic", gamma.u, gamma.v, lambda.u = NULL, lambda.v = NULL,
  Sx = NULL, Sy = NULL, ccor = F, thresh = 0.5)

Arguments

gamma, lambda:	lambda*fused penalty+gamma*lambda*l1 penalty.
ccor:	whether re-estiamte the coeeficient when doing BIC

Value

estimated coefficients, correlation and optimal parameters

DongyueXie/scca documentation built on May 29, 2019, 2:37 p.m.