transCorVar: Transelliptical Canonical correlation asymptotic variance

In blangworthy/transCCA: Estimation of transelliptical CCA

Description

Estimates the asymptotic variance for the ith transelliptical canonical correlation and direction estimate

Usage

transCorVar(x, y, i, eigenmin = 0.001)

Arguments

x	The first data matrix to be included in the calculation of the transformed Kendall scatter matrix
y	The second data matrix to be included in the calculation of the transformed Kendall scatter matrix
i	The index for the canonical correlation variance to estimate
eigenmin	The minimum eigenvalue when transforming matrix to be positive definite

Value

The estimate of the asymptotic variance for the ith transelliptical canonical correlation and direction

blangworthy/transCCA documentation built on Aug. 15, 2020, 7 a.m.