CCA: estim.regul – R documentation

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CCA

estim.regul

Estimate the parameters of regularization

Description

Calulate the leave-one-out criterion on a 2D-grid to determine optimal values for the parameters of regularization.

Usage

estim.regul(X, Y, grid1 = NULL, grid2 = NULL, plt = TRUE)

Arguments

`X`	numeric matrix (n * p), containing the X coordinates.
`Y`	numeric matrix (n * p), containing the X coordinates.
`grid1`	vector defining the values of lambda1 to be tested. If NULL, the vector is defined as `seq(0.001, 1, length = 5)`
`grid2`	vector defining the values of lambda2 to be tested. If NULL, the vector is defined as `seq(0.001, 1, length = 5)`
`plt`	logical argument indicating whether an image should be plotted by calling the `img.estim.regul()` function.

Value

A 3-vector containing the 2 values of the parameters of regularization on which the leave-one-out criterion reached its maximum; and the maximal value reached on the grid.

Author(s)

Sébastien Déjean, Ignacio González

Examples

#data(nutrimouse)
#X=as.matrix(nutrimouse$gene)
#Y=as.matrix(nutrimouse$lipid)
#res.regul = estim.regul(X,Y,c(0.01,0.5),c(0.1,0.2,0.3))

CCA

Canonical Correlation Analysis

v1.2.1

GPL (>= 2)

Authors

Ignacio Gonz<e1>lez, S<e9>bastien D<e9>jean

Initial release

2009-03-11