randomized cca function.

uses random matrix to estimate cca results

randcca(x, y, k, seed = NA)

Arguments

x

input matrix

y

input matrix

k

rank to use

seed

for testing

Value

outputs a list containing:

• whitened: low-rank whitened joint matrix

• svd: low-rank svd of joint matrix

Author

Avants BB

Examples

set.seed(13)
x <- matrix(rnorm(3000), nrow = 50)
y <- x %*% matrix(rnorm(60 * 100), nrow = 60)
k <- 10
dr <- randcca(x, y, k, 1)