Description Usage Arguments Value
Sparse NIPALS CCA algorithm
1 | sparse_nipals(X, Y, penalty_x, penalty_y, lamx, lamy)
|
X |
a matrix X that has been centered and scaled |
Y |
a matrix Y that has been centered and scaled |
penalty_x |
A character string of type "lasso" |
penalty_y |
A character string of type "lasso" |
lamx |
a positive penalty on 'a' |
lamy |
a positive penalty on 'b' |
a list containing a, b, u, v, and rho (covariance)
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