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
  2. Protected

Instance Constructors

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

    x

    the x data matrix

    y

    the y data matrix

Value Members

  1. def factorReduce(): (MatriD, MatriD)

    Reduce the original data matrix by factoring it into two lower dimensionality matrices that maintains most of the descriptive power of the original matrix.

    Reduce the original data matrix by factoring it into two lower dimensionality matrices that maintains most of the descriptive power of the original matrix. Override to algorithms that use factoring.

    Definition Classes
    Reducer
    See also

    NMFactortorization

  2. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  3. def recover(): MatriD

    Approximately recover the original data ...

    Approximately recover the original data ...

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

    Approximately recover the original data ...

  5. def reduce(): MatriD

    Reduce the original data ...

    Reduce the original data ...

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

    Reduce the original data ...