randcca | R Documentation |
uses random matrix to estimate cca results
randcca(x, y, k, seed = NA)
x |
input matrix |
y |
input matrix |
k |
rank to use |
seed |
for testing |
outputs a list containing:
low-rank whitened joint matrix
low-rank svd of joint matrix
Avants BB
set.seed(13)
x <- matrix(rnorm(3000), nrow = 50)
y <- x %*% matrix(rnorm(60 * 100), nrow = 60)
k <- 10
dr <- randcca(x, y, k, 1)
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