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[S] Canonical Correlation Analysis

To: s-news@wubios.wustl.edu
Subject: [S] Canonical Correlation Analysis
From: Alexander Gershunov <gershuno@mombasa.ucsd.edu>
Date: Tue, 19 Oct 1999 10:51:24 -0700
Cc: sasha@ucsd.edu
Sender: owner-s-news@wubios.wustl.edu
Dearest Splusers:

Does anyone have an efficient Splus CCA function that works for matrices with 
large numbers of variables? By large, I mean larger than the number of 
observations. The canned Splus version, cancor(), cannot(;) deal with matrices 
that have more variables than observations, i.e. ncol > nrow. Such matrices, 
say 
X, an n X p matrix and Y, an n X q matrix, where n is the number of 
observations 
(rows) and p and q are the numbers of variabes (columns) such that p,q > n, are 
dealt with in such a way by cancor() that the linear combinations of the 
original variables ($xcoef and $ycoef) that are supposed to maximize 
correlation 
between the two sets of variables X and Y and be vectors of length p and q, 
respectively, instead have length (n-1). I just thought to check with this 
illustrious group before attempting to write my own CCA function. 

Thankfully,

Sasha
-------------------------------------------
        Alexander Gershunov
        Climate Research Division
        Scripps Institution of Oceanography
        UC San Diego
        La Jolla, CA 92093-0224

Phone:  (858) 534-8418; Fax: (858) 534-8561; email: sasha@ucsd.edu


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