scalation.analytics

CanCorrelation

class CanCorrelation extends Reducer with Error

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
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Instance Constructors

  1. new CanCorrelation(x: MatrixD, y: MatrixD)

    x

    the x data matrix

    y

    the y data matrix

Value Members

  1. final def !=(arg0: Any): Boolean

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

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

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

    Definition Classes
    Any
  5. def clone(): AnyRef

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

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

    Definition Classes
    AnyRef → Any
  8. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  9. 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
  10. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  11. def hashCode(): Int

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

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

    Definition Classes
    AnyRef
  14. final def notify(): Unit

    Definition Classes
    AnyRef
  15. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  16. def recover(): MatrixD

    Approximately recover the orginal data .

    Approximately recover the orginal data ...

    Definition Classes
    CanCorrelationReducer
  17. def recover2(): (MatrixD, MatrixD)

    Approximately recover the orginal data .

    Approximately recover the orginal data ...

  18. def reduce(): MatrixD

    Reduce the orginal data .

    Reduce the orginal data ...

    Definition Classes
    CanCorrelationReducer
  19. def reduce2(): (MatrixD, MatrixD)

    Reduce the orginal data .

    Reduce the orginal data ...

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

    Definition Classes
    AnyRef
  21. def toString(): String

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

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Error

Inherited from Reducer

Inherited from AnyRef

Inherited from Any

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