| rearrange.frcc {FRCC} | R Documentation |
Rearranges the canonical structure according to the canonical correlations
Description
By using the minimum risk estimators of the correlation matrices instead of the sample correlation matrices the FRCC algorithm might disrupt the order of the canonical correlations and hence of the canonical structure. This is unacceptable for the algorithm used to calculate the p-values which requires the canonical correlations to be ordered in a descending order. This function rearranges the canonical structure according to the canonical correlations from largest to smallest.
Usage
rearrange.frcc(res.frcc)
Arguments
res.frcc |
List containing a canonical structure produced by the function frcc. |
Value
A list containing the sorted 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.