L1_CCA_with_sparsity_bound: L1-penalized SCCA with sparsity bounds

Description Usage Details

Description

L1-penalized SCCA with prespecified sparsity levels for the coefficient vectors

Usage

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L1_CCA_with_sparsity_bound(X, Y, bound_X, bound_Y, tolerance, verbose = FALSE,
  max_iter = 100)

Details

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


agisga/FDRcorrectedSCCA documentation built on May 20, 2019, 6:45 p.m.