optim.GCCA

An object of class <code>matrixpls</code> from which the
criterion function is calculated

matrixpls.res

A function used for inner estimation. Setting this argument to
<code>null</code> will use identity matrix as inner estimates and causes the algorithm to converge
after the first iteration. This is useful when using
<code></code>

innerEstimator

All other arguments are passed through to <code>outerEstimators</code> and <code>innerEstimator</code>.

matrixpls is implements Partial Least Squares Path Modeling
    algorithm and related algorithms. The algorithm implementations aim for
    computational efficiency using matrix algebra and covariance data. The
    package is designed toward Monte Carlo simulations and includes functions
    to perform simple Monte Carlo simulations.

optim.GCCA: GSCA optimization criterion

Description

Usage

Arguments

Value

Details

References

See Also