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Package src :: Package stats306b :: Package lecture9 :: Module cca
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Module cca

source code

Canonical Correlation Analysis.

Functions [hide private]
 
sqrootsq(S, tol=1e-12)
Return the inverse symmetric square root of a matrix.		 source code
 
sqroot(X, l=0, tol=1e-12)
Computes the symmetric square root of the sample covariance matrix of X plus a multiple of the identity, as well as a generalized inverse of this square root.		 source code
 
CCA(X, Y, l=(0, 0))
Canonical correlation of pair of variables (X, Y) l = (lX, lY), optional penalties on X, Y		 source code
 
main() source code
Function Details [hide private]

CCA(X, Y, l=(0, 0))

source code 

Canonical correlation of pair of variables (X, Y) l = (lX, lY), optional penalties on X, Y

Returns:

Canonical variates (scores) Generalized eigenvectors. Canonical correlations.

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