R: Internal data-driven lambda sequence generating function.

lambdaseq_generate {mixedCCA}

R Documentation

Internal data-driven lambda sequence generating function.

Description

This internal function generates lambda sequence of length nlamseq equally spaced on a logarithmic scale. Since this is for sparse CCA, it returns a list of two vectors. Each vector will be used for each data set X1 and X2. And w1 and w2 denote canonical vector for each data set.

Usage

lambdaseq_generate(
  nlamseq = 20,
  lam.eps = 0.01,
  Sigma1,
  Sigma2,
  Sigma12,
  w1init = NULL,
  w2init = NULL
)

Arguments

`nlamseq`	The length of lambda sequence
`lam.eps`	The smallest value for lambda as a fraction of maximum lambda value
`Sigma1`	Covariance/correlation matrix of X1 (p1 by p1)
`Sigma2`	Covariance/correlation matrix of X2 (p2 by p2)
`Sigma12`	Covariance/correlation matrix between X1 and X2
`w1init`	Initial value for canonical vector w1
`w2init`	Initial value for canonical vector w2

Value

lambdaseq_generate returns a list of length 2. Each vector is of the same length nlamseq and will be used for each data set separately.

[Package mixedCCA version 1.5.2 Index]