cca.m File Reference

Detailed Description

Canonical Correlation Analysis.

Reference

Hastie et. al. 2001, The elements of statistical learning, exercise 3.18.

Definition in file cca.m.

Go to the source code of this file.

Functions
function	cca (in X, in Y, in P)

Function Documentation

function cca	(	in	X,
		in	Y,
		in	P
	)

Parameters

X	"Input"
Y	"Output"
P	either the penalty coefficients of a penalty matrix itself

Returns

[A, B]