concorgmcano with the set of r solutions simultaneously optimized
Usage
concorscano(x, px, y, py, r)
Value
A list with following components:
cx
a n times r matrix of the r canonical components of x
cy
a n.ky times r matrix. The ky blocks cyi of the rows n*(i-1)+1 : n*i contain the r canonical components relative to Yi
cov2
a ky times r matrix; each column k contains ky squared covariances \(\mbox{cov}(x*u[,k],y_i*v_i[,k])^2\), the partial measures of link
Arguments
x
are the n times p and n times q matrices of p and q centered column
px
A row vector which contains the numbers pi, i=1,...,kx, of the kx subsets xi of x : sum(pi)=sum(px)=p. px is the partition vector of x
y
See x
py
The partition vector of y. A row vector containing the numbers qi for i = 1,...,ky of the ky subsets yi of y : sum(qi)=sum(py)=q.
r
The number of wanted successive solutions rmax <= min(min(px),min(py),n)
Author
Lafosse, R.
Details
This function uses the concors function
References
Hanafi & Lafosse (2001) Generalisation de la regression lineaire simple pour analyser la dependance de K ensembles de variables avec un K+1 eme. Revue de Statistique Appliquee vol.49, n.1