Regularized Generalized Canonical Correlation Analysis

Performs RGCCA for multi-block data analysis.

Usage

rgcca(
  A,
  C = 1 - diag(length(A)),
  tau = rep(1, length(A)),
  ncomp = rep(1, length(A)),
  scheme = "centroid",
  scale = TRUE,
  init = "svd",
  bias = TRUE,
  tol = 1e-08,
  verbose = FALSE
)

Arguments

A: List of data blocks (samples x variables).
C: Design matrix (default: complete design).
tau: Shrinkage parameters (default: 1 for each block).
ncomp: Number of components per block (default: 1).
scheme: Scheme: "horst", "factorial", or "centroid".
scale: Scale blocks (default: TRUE).
init: Initialization: "svd" or "random".
bias: Biased estimator (default: TRUE).
tol: Convergence tolerance.
verbose: Print progress.

Value

List with Y, a, astar, C, tau, scheme, ncomp, crit, AVE.