Struct CanonicalCorrelationAnalysis 

pub struct CanonicalCorrelationAnalysis {
    pub n_components: Option<usize>,
    pub scale: bool,
    pub reg_param: f64,
    pub max_iter: usize,
    pub tol: f64,
}

Canonical Correlation Analysis

CCA finds linear combinations of variables in two datasets that have maximum correlation. This is useful for exploring relationships between two multivariate datasets.

Fields

n_components: Option<usize>

Number of canonical components to compute

scale: bool

Whether to scale the data

reg_param: f64

Regularization parameter for numerical stability

max_iter: usize

Maximum number of iterations for iterative algorithms

tol: f64

Convergence tolerance

Implementations

impl CanonicalCorrelationAnalysis

pub fn new() -> Self

Create a new CCA instance

pub fn with_n_components(self, ncomponents: usize) -> Self

Set number of components to compute

pub fn with_scale(self, scale: bool) -> Self

Set whether to scale the data

pub fn with_reg_param(self, regparam: f64) -> Self

Set regularization parameter

pub fn with_max_iter(self, maxiter: usize) -> Self

Set maximum iterations

pub fn with_tolerance(self, tol: f64) -> Self

Set convergence tolerance

pub fn fit( &self, x: ArrayView2<'_, f64>, y: ArrayView2<'_, f64>, ) -> Result<CCAResult>

Fit the CCA model

pub fn transform( &self, x: ArrayView2<'_, f64>, y: ArrayView2<'_, f64>, result: &CCAResult, ) -> Result<(Array2<f64>, Array2<f64>)>

Transform new data using fitted CCA model

pub fn score( &self, x: ArrayView2<'_, f64>, y: ArrayView2<'_, f64>, result: &CCAResult, ) -> Result<Array1<f64>>

Compute canonical correlations for new data

Trait Implementations

impl Clone for CanonicalCorrelationAnalysis

fn clone(&self) -> CanonicalCorrelationAnalysis

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CanonicalCorrelationAnalysis

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for CanonicalCorrelationAnalysis

fn default() -> Self

Returns the “default value” for a type.