Packages

c

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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Inherited
  1. CanCorrelation
  2. Error
  3. Reducer
  4. AnyRef
  5. Any
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Visibility
  1. Public
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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 flaw(method: String, message: String): Unit
    Definition Classes
    Error
  2. def recover(): MatrixD

    Approximately recover the original data ...

    Approximately recover the original data ...

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

    Approximately recover the original data ...

  4. def reduce(): MatrixD

    Reduce the original data ...

    Reduce the original data ...

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

    Reduce the original data ...