myrcc

This function is modified from CCA package rcc function. This function is used for simulation. Inputs should be correlation or covariance matrices of each data set and between datasets.

Semi-parametric approach for sparse canonical correlation analysis
which can handle mixed data types: continuous, binary and truncated continuous.
Bridge functions are provided to connect Kendall's tau to latent correlation
under the Gaussian copula model. The methods are described in
Yoon, Carroll and Gaynanova (2020) <doi:10.1093/biomet/asaa007> and
Yoon, Mueller and Gaynanova (2021) <doi:10.1080/10618600.2021.1882468>.

Irina Gaynanova

mixedCCA

Sparse Canonical Correlation Analysis for High-Dimensional Mixed
Data

Grace Yoon

Mingze Huang

myrcc function

<dl><dt>R1</dt>
<dd>correlation/covariance/rank-based correlation matrix of dataset <code>X1</code>.</dd>
<dt>R2</dt>
<dd>correlation/covariance/rank-based correlation matrix of dataset <code>X2</code>.</dd>
<dt>R12</dt>
<dd>correlation/covariance/rank-based correlation matrix between dataset <code>X1</code> and dataset <code>X2</code>.</dd>
<dt>lambda1</dt>
<dd>tuning parameter (a scalar value) for dataset <code>X1</code>.</dd>
<dt>lambda2</dt>
<dd>tuning parameter (a scalar value) for dataset <code>X2</code>.</dd>
<dt>tol</dt>
<dd>tolerance for eigenvalues. Refer to <code>standardCCA</code> function.</dd></dl>

Arguments

Internal RidgeCCA function — myrcc

<dl>

<dt>R1</dt>
<dd>correlation/covariance/rank-based correlation matrix of dataset <code>X1</code>.</dd>


<dt>R2</dt>
<dd>correlation/covariance/rank-based correlation matrix of dataset <code>X2</code>.</dd>


<dt>R12</dt>
<dd>correlation/covariance/rank-based correlation matrix between dataset <code>X1</code> and dataset <code>X2</code>.</dd>


<dt>lambda1</dt>
<dd>tuning parameter (a scalar value) for dataset <code>X1</code>.</dd>


<dt>lambda2</dt>
<dd>tuning parameter (a scalar value) for dataset <code>X2</code>.</dd>


<dt>tol</dt>
<dd>tolerance for eigenvalues. Refer to <code>standardCCA</code> function.</dd>

</dl>

myrcc: Internal RidgeCCA function

Description

Usage

Value

Arguments