multivarious (version 0.2.0)

cross_projector: Two-way (cross) projection to latent components

Description

A projector that reduces two blocks of data, X and Y, yielding a pair of weights for each component. This structure can be used, for example, to store weights derived from canonical correlation analysis.

Usage

cross_projector(
  vx,
  vy,
  preproc_x = prep(pass()),
  preproc_y = prep(pass()),
  ...,
  classes = NULL
)

Value

a cross_projector object

Arguments

vx

the X coefficients

vy

the Y coefficients

preproc_x

the X pre-processor

preproc_y

the Y pre-processor

...

extra parameters or results to store

classes

additional class names

Details

This class extends projector and therefore basic operations such as project, shape, reprocess, and coef work, but by default, it is assumed that the X block is primary. To access Y block operations, an additional argument source must be supplied to the relevant functions, e.g., coef(fit, source = "Y")

Examples

# Create two scaled matrices X and Y
X <- scale(matrix(rnorm(10 * 5), 10, 5))
Y <- scale(matrix(rnorm(10 * 5), 10, 5))

# Perform canonical correlation analysis on X and Y
cres <- cancor(X, Y)
sx <- X %*% cres$xcoef
sy <- Y %*% cres$ycoef

# Create a cross_projector object using the canonical correlation analysis results
canfit <- cross_projector(cres$xcoef, cres$ycoef, cor = cres$cor,
                          sx = sx, sy = sy, classes = "cancor")