This is a wrapper for the stats::cancor function for computing CCA.
Usage
cca(X)
Value
multiblock object with associated with printing, scores, loadings. Relevant plotting functions: multiblock_plots
and result functions: multiblock_results.
Arguments
X
list of input data blocks.
Details
CCA is a method which maximises correlation between linear combinations of the columns of
two blocks, i.e. max(cor(X1 x a, X2 x b)). This is done sequentially with deflation in between, such
that a sequence of correlations and weight vectors a and b are associated with a pair of matrices.
References
Hotelling, H. (1936) Relations between two sets of variates. Biometrika, 28, 321–377.
See Also
Overviews of available methods, multiblock, and methods organised by main structure: basic, unsupervised, asca, supervised and complex.
Common functions for computation and extraction of results and plotting are found in multiblock_results and multiblock_plots, respectively.