s0cca: Conduct s0cca

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

Description

Conduct s0cca

Usage

s0cca(x, y, ncluster = NULL, cluster.type = "no", maxsteps = 20,
  cv.method = "cv", K = 5, covI = T)

Arguments

x, y:	data matrix
ncluster:	the number of cluster when clustering the lambda. If NULL, using all lambdas.
cluster.type:	how to cluster lambdas, choose from 'no'(do not do the clustering), 'seq','quantile','kmeans'.
maxsteps:	how many lambdas to try, default to be 20.
cv.method:	choose from 'cv','bic','ebic','hbic','gic'.

Value

optimal canonical coeffcients, canonical correlation, optimal lambda.

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