Canonical Correlation Analysis via Reduced Rank Regression

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Documentation for package ‘ccar3’ version 0.1.0

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cca_graph_rrr Graph-regularized Reduced-Rank Regression for Canonical Correlation Analysis
cca_graph_rrr_cv Graph-regularized Reduced-Rank Regression for Canonical Correlation Analysis with cross validation
cca_group_rrr Group-Sparse Canonical Correlation via Reduced-Rank Regression
cca_group_rrr_cv Group-Sparse Canonical Correlation via Reduced-Rank Regression with CV
cca_rrr Canonical Correlation Analysis via Reduced Rank Regression (RRR)
cca_rrr_cv Cross-validated Canonical Correlation Analysis via RRR
ecca Sparse Canonical Correlation via Reduced-Rank Regression when both X and Y are high-dimensional.
ecca.cv Sparse Canonical Correlation via Reduced-Rank Regression when both X and Y are high-dimensional, with Cross-Validation
FPR False Positive Rate (TPR)
get_edge_incidence Return the edge incidence matrix of an igraph graph
principal_angles Metrics for subspaces
regular_cca Function to perform regular (low dimensional) canonical correlation analysis (CCA
SCCA_Parkhomenko Function to perform Sparse CCA based on Waaijenborg et al. (2008) REFERENCE Parkhomenko et al. (2009), "Sparse Canonical Correlation Anlaysis with Application to Genomic Data Integration" in Statistical Applications in Genetics and Molecular Biology, Volume 8, Issue 1, Article 1
setup_parallel_backend Set up a parallel backend with graceful fallbacks.
sinTheta SinTheta distance between subspaces
SparseCCA Function to perform Sparse CCA based on Wilms and Croux (2018) REFERENCE Wilms, I., & Croux, C. (2018). Sparse canonical correlation analysis using alternating regressions. Journal of Computational and Graphical Statistics, 27(1), 1-10.
sparse_CCA_benchmarks Additional Benchmarks for Sparse CCA Methods
subdistance Subdistance between subspaces
TNR True Negative Rate (TNR)
TPR True Positive Rate (TPR)
Witten.CV Sparse CCA by Witten and Tibshirani (2009)