sparse_nipals: Sparse NIPALS CCA algorithm

Description Usage Arguments Value

Description

Sparse NIPALS CCA algorithm

Usage

1
sparse_nipals(X, Y, penalty_x, penalty_y, lamx, lamy)

Arguments

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'

Value

a list containing a, b, u, v, and rho (covariance)


pimentel/fscca documentation built on May 25, 2019, 7:12 a.m.