ccaPP-package: (Robust) Canonical Correlation Analysis via Projection...

ccaPP-packageR Documentation

(Robust) Canonical Correlation Analysis via Projection Pursuit

Description

Canonical correlation analysis and maximum correlation via projection pursuit, as well as fast implementations of correlation estimators, with a focus on robust and nonparametric methods.

Details

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Author(s)

Andreas Alfons [aut, cre] (<https://orcid.org/0000-0002-2513-3788>), David Simcha [ctb] (O(n log(n)) implementation of Kendall correlation)

Maintainer: Andreas Alfons <alfons@ese.eur.nl>

References

A. Alfons, C. Croux and P. Filzmoser (2016) Robust maximum association between data sets: The R Package ccaPP. Austrian Journal of Statistics, 45(1), 71–79.

A. Alfons, C. Croux and P. Filzmoser (2016) Robust maximum association estimators. Journal of the American Statistical Association, 112(517), 435–445.


aalfons/ccaPP documentation built on Sept. 7, 2024, 6:29 p.m.