Uses of Class
edu.cmu.tetrad.util.RankTests.RccaEntry

Packages that use RankTests.RccaEntry
Package
Description
 
  • Uses of RankTests.RccaEntry in edu.cmu.tetrad.util

    Modifier and Type
    Method
    Description
    RankTests.getRccaEntry(org.ejml.simple.SimpleMatrix S, int[] xIdx, int[] yIdx, double regLambda)
    Retrieves or computes an RCCA (Regularized Canonical Correlation Analysis) entry for the given parameters.
    RankTests.getRccaEntryConditioned(org.ejml.simple.SimpleMatrix S, int[] C, int[] D, int[] Z, double ridge)
    RCCA entry for (C, D) after partialing out Z: S_|Z = S - S_{.,Z} * inv(S_{Z,Z} + ridge*I) * S_{Z,.} Then run RCCA on (C, D) blocks of S_|Z with the same ridge regularization on R_cc and R_dd that getRccaEntry(...) uses.