toscca (version 0.1.0)

toscca.folds: Sparse Canonical Correlation Analysis. Computation of CC via NIPALS with soft thresholding.

Description

Sparse Canonical Correlation Analysis. Computation of CC via NIPALS with soft thresholding.

Usage

toscca.folds(
  A,
  B,
  nonzero_a,
  nonzero_b,
  alpha_init,
  folds = 1,
  parallel_logic = FALSE,
  silent = FALSE,
  toPlot = TRUE,
  ATest_res = NULL,
  BTest_res = NULL
)

Value

a list with the following elements:

Arguments

A, B

Data matrices.

nonzero_a, nonzero_b

Numeric. Scalar or vector over the number of nonzeroes allowed for a correlation estimate.

alpha_init

Character. Type initialisation for $$\mathbf{\alpha}$$. Default is "eigen".

folds

Integer. Indicates number of folds to perform.

parallel_logic

Logical. TRUE to parallelise folds. Default is FALSE.

silent

Logical. TRUE to keep silent output messages. Default is FALSE.

toPlot

Logical. TRUE to plot results.

ATest_res

NULL. Keep NULL.

BTest_res

NULL. Keep NULL.