.compute_cca_aggregate_matrix | R Documentation |
Called by the .cca
function. Recall when computing CCA,
the main matrix we need compute is, roughly speaking,
half-inverse of the first covariance times the cross-covariance matrix
times the half-inverse of the second covariance. If we had the SVD
of the two original matrices, this is actually equivalent to the product
of the left singular vectors.
.compute_cca_aggregate_matrix(svd_1, svd_2, augment)
svd_1 |
SVD of the denoised variant of |
svd_2 |
SVD of the denoised variant of |
augment |
boolean. If |
matrix
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