off.diagonal.lambda

Calculates the value of the shrinkage coefficient for the off-diagonal
matrices as described in [Cruz-Cano et al., 2012]

internal

Contains the core functions associated with Fast
Regularized Canonical Correlation Analysis. Please see the following for
details: Raul Cruz-Cano, Mei-Ling Ting Lee,
Fast regularized canonical correlation analysis,
Computational Statistics & Data Analysis,
Volume 70, 2014, Pages 88-100,
ISSN 0167-9473 <doi:10.1016/j.csda.2013.09.020>.

Raul Cruz-Cano

FRCC

Fast Regularized Canonical Correlation Analysis

off.diagonal.lambda function

<dl><dt>xs</dt>
<dd>Matrix with the values for the datasets X and Y.</dd>
<dt>p</dt>
<dd>Number of variables in the dataset X.</dd>
<dt>q</dt>
<dd>Number of variables in the dataset Y.</dd></dl>

Arguments

Author

Calculates the value of the shrinkage coefficient for the off-diagonal matrices — off.diagonal.lambda

<dl>

<dt>xs</dt>
<dd>Matrix with the values for the datasets X and Y.</dd>


<dt>p</dt>
<dd>Number of variables in the dataset X.</dd>


<dt>q</dt>
<dd>Number of variables in the dataset Y.</dd>

</dl>

off.diagonal.lambda: Calculates the value of the shrinkage coefficient for the off-diagonal matrices

Description

Usage

Value

Arguments

Author

References