ccorFun {TOSI}

Evaluate the smallest canonical correlation for two set of variables

Description

Evaluate the smallest canonical correlation for two set of variables, each set of variables is represented by a matrix whose columns are variables.

Usage

  ccorFun(hH, H)

Arguments

hH

a n-by-q matrix, one set of q variables.

H

a n-by-q matrix, the other set of q variables.

Value

return a scalar value, the smallest canonical correlation.

Note

nothing

Author(s)

Liu Wei

See Also

cancor.

Examples

  dat <- gendata_Fac(n = 300, p = 500)
  res <- gsspFactorm(dat$X)
  ccorFun(res$hH, dat$H0)