RGCCA

The goal of RGCCA is to provide Regularized Canonical Correlation Analysis. This fork is for better understanding RGCCA and test the results.

Installation

You can install the released version of RGCCA from CRAN with:

And this fork from GitHub with:

# install.packages("devtools")
devtools::install_github("llrs/RGCCA")

Example

This is a basic example which shows you how the Agricultural inequality, the industrial development and the political enviroment classify some countries in 1964:

data(Russett)
X_agric =as.matrix(Russett[,c("gini","farm","rent")])
X_ind = as.matrix(Russett[,c("gnpr","labo")])
X_polit = as.matrix(Russett[ , c("demostab", "dictator")])
A = list(X_agric, X_ind, X_polit)
#Define the design matrix (output = C)
C = matrix(c(0, 0, 1, 0, 0, 1, 1, 1, 0), 3, 3)
result.rgcca = rgcca(A, C, tau = c(1, 1, 1), scheme = "factorial", scale = TRUE)
lab = as.vector(apply(Russett[, 9:11], 1, which.max))
plot(result.rgcca$Y[[1]], result.rgcca$Y[[2]], col = "white",
     xlab = "Y1 (Agric. inequality)", ylab = "Y2 (Industrial Development)")
text(result.rgcca$Y[[1]], result.rgcca$Y[[2]], rownames(Russett), col = lab, cex = .7)