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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