toscca (version 0.1.0)

initialiseCanVar: Initialised the canonical vector for the iterative process based on positive eigen values. Then, SVD is performed on that PS matrix.

Description

Initialised the canonical vector for the iterative process based on positive eigen values. Then, SVD is performed on that PS matrix.

Usage

initialiseCanVar(A, B)

Value

An pzp vector.

Arguments

A

An nxp matrix.

B

An nxq matrix.

Examples

#sample size etc
N = 10
p = 25
q = 5
# noise
X0 = sapply(1:p, function(x) rnorm(N))
Y0 = sapply(1:q, function(x) rnorm(N))

colnames(X0) = paste0("x", 1:p)
colnames(Y0) = paste0("y", 1:q)

# signal
Z1 = rnorm(N,0,1)


#Some associations with the true signal
alpha = (6:10) / 10
beta  = -(2:3) / 10

loc_alpha = 1:length(alpha)
loc_beta  = 1:length(beta)

for(j in 1:length(alpha))
  X0[, loc_alpha[j]] =  alpha[j] * Z1 + rnorm(N,0,0.3)

for(j in 1:length(beta))
  Y0[, loc_beta[j]] =  beta[j] * Z1 + rnorm(N,0,0.3)
cv = initialiseCanVar(X0, Y0)