CanCorrelation

The CanCorrelation class performs Canonical Correlation Analysis (CCA) on two random vectors. Samples for the first one are stored in the 'x' data matrix and samples for the second are stored in the 'y' data matrix. Find vectors a and b that maximize the correlation between x * a and y * b.

max {rho (x * a, y * b)}

Additional vectors orthogonal to a and b can also be found.

Linear Supertypes

Error, Reducer, AnyRef, Any

Instance Constructors

new CanCorrelation(x: MatrixD, y: MatrixD)

x
the x data matrix
y
the y data matrix

Value Members

final def !=(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def ##(): Int

Definition Classes
AnyRef → Any
final def ==(arg0: Any): Boolean

Definition Classes
AnyRef → Any
final def asInstanceOf[T0]: T0

Definition Classes
Any
def clone(): AnyRef

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( ... )
final def eq(arg0: AnyRef): Boolean

Definition Classes
AnyRef
def equals(arg0: Any): Boolean

Definition Classes
AnyRef → Any
def finalize(): Unit

Attributes
protected[java.lang]
Definition Classes
AnyRef
Annotations
@throws( classOf[java.lang.Throwable] )
def flaw(method: String, message: String): Unit

Show the flaw by printing the error message.
Show the flaw by printing the error message.
method
the method where the error occurred
message
the error message

Definition Classes
Error
final def getClass(): Class[_]

Definition Classes
AnyRef → Any
def hashCode(): Int

Definition Classes
AnyRef → Any
final def isInstanceOf[T0]: Boolean

Definition Classes
Any
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
def recover(): MatrixD

Approximately recover the orginal data ...
Approximately recover the orginal data ...

Definition Classes
CanCorrelation → Reducer
def recover2(): (MatrixD, MatrixD)

Approximately recover the orginal data ...
def reduce(): MatrixD

Reduce the orginal data ...
Reduce the orginal data ...

Definition Classes
CanCorrelation → Reducer
def reduce2(): (MatrixD, MatrixD)

Reduce the orginal data ...
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def toString(): String

Definition Classes
AnyRef → Any
final def wait(): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long, arg1: Int): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )
final def wait(arg0: Long): Unit

Definition Classes
AnyRef
Annotations
@throws( ... )

Related Doc: package analytics

class CanCorrelation extends Reducer with Error

Instance Constructors

new CanCorrelation(x: MatrixD, y: MatrixD)

Value Members

final def !=(arg0: Any): Boolean

final def ##(): Int

final def ==(arg0: Any): Boolean

final def asInstanceOf[T0]: T0

def clone(): AnyRef

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

def finalize(): Unit

def flaw(method: String, message: String): Unit

final def getClass(): Class[_]

def hashCode(): Int

final def isInstanceOf[T0]: Boolean

final def ne(arg0: AnyRef): Boolean

final def notify(): Unit

final def notifyAll(): Unit

def recover(): MatrixD

def recover2(): (MatrixD, MatrixD)

def reduce(): MatrixD

def reduce2(): (MatrixD, MatrixD)

final def synchronized[T0](arg0: ⇒ T0): T0

def toString(): String

final def wait(): Unit

final def wait(arg0: Long, arg1: Int): Unit

final def wait(arg0: Long): Unit

Inherited from Error

Inherited from Reducer

Inherited from AnyRef

Inherited from Any

Ungrouped