if (FALSE) {
library(dplyr)
n <- 200
p <- q <- 100
sigma.nu <- 5
sigma.eps <- 1
omega_X <- 0.85*c(rep(1/10,9),-9/10,rep(0,p-10))
omega_Y <- 0.85*c(seq(0.08,0.12,length = 10),rep(0,q-10))
Data1 <- DGP_OC(seed=10,n,p,q,sigma.nu,sigma.eps,omega_X,omega_Y)
library(mlrMBO)
Res.sCCA.CV <- cscca.CV(Y=Data1$Y,View.ind=Data1$View.ind,
View.type=c("O","O"),
show.info = TRUE)
Res.CsCCA.CV <- cscca.CV(Y=Data1$Y,View.ind=Data1$View.ind,
View.type=c("O","C"),
show.info = TRUE)
Res.sCCA <- cscca(Y=Data1$Y,View.ind=Data1$View.ind,
lambda.seq=Res.sCCA.CV$lam.opt.trgt,
View.type=c("O","O"))
Res.CsCCA <- cscca(Y=Data1$Y,View.ind=Data1$View.ind,
lambda.seq=Res.CsCCA.CV$lam.opt.trgt,
View.type=c("O","C"))
print(Res.sCCA.CV$Cri.opt.trgt)
print(Res.CsCCA.CV$Cri.opt.trgt)
}
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