L1-penalized SCCA with prespecified sparsity levels for the coefficient vectors
1 2 | L1_CCA_with_sparsity_bound(X, Y, bound_X, bound_Y, tolerance, verbose = FALSE,
max_iter = 100)
|
Sparse CCA with L1 penalty is performed repeatedly, while the tuning parameters are optimized to yield a result that is close to a prespecified sparsity
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