off.diagonal.lambda {FRCC}

Calculates the value of the shrinkage coefficient for the off-diagonal matrices

Description

Calculates the value of the shrinkage coefficient for the off-diagonal matrices as described in [Cruz-Cano et al., 2012]

Usage

off.diagonal.lambda(xs, p, q)

Arguments

xs

Matrix with the values for the datasets X and Y.

p

Number of variables in the dataset X.

q

Number of variables in the dataset Y.

Value

Shrinkage coefficient for the off-diagonal matrices used to calculate the FRCC canonical structure.

Author(s)

Raul Cruz-Cano

References

Cruz-Cano, R.; Lee, M.L.T.; Fast Regularized Canonical Correlation Analysis, Computational Statistics & Data Analysis, Volume 70, 2014, Pages 88-100, ISSN 0167-9473, https://doi.org/10.1016/j.csda.2013.09.020.