lyngby_scva_main - Strother Canonical variate analysis
function [U,S,V] = lyngby_scva_main(X, R,
'PropertyName', 'PropertyValue')
Input: X The datamatrix
R The run structure
Property:
'RidgeX' { 0 } Canonical ridge parameter for X
'RidgeY' { 0 } Canonical ridge parameter for Y
'Components' Number of canonicvalues maintained
'SubsetComp' { size(X,2) } Number of subset
component, ie, SVD components piped to
CVA
'Paradigm' The paradigm
'InitSVD' { 1 (true) | 0 } Perform initial SVD on
a rank-deficient X matrix.
Output: U Canonic sequences
S Canonic values
V Canonic images
This function performs canonical variate analysis (also called
canonical correlation analysis) with the Strother design
matrix. If the ridge parameters are defined and different from
zero the analysis is canonical ridge analysis.
Ref: Mardia, Multivariate Analysis
See also: lyngby_cva, lyngby_svd, lyngby_sdesign