Two-way (cross) projection to latent components — cross

A projector that reduces two blocks of data, X and Y, yielding a pair of weights for each component. This structure can be used, for example, to store weights derived from canonical correlation analysis.

Usage

cross_projector(
  vx,
  vy,
  preproc_x = prep(pass()),
  preproc_y = prep(pass()),
  ...,
  classes = NULL
)

Arguments

vx: the X coefficients. Must have the same number of columns as vy.
vy: the Y coefficients. Must have the same number of columns as vx.
preproc_x: the X pre-processor
preproc_y: the Y pre-processor
...: extra parameters or results to store
classes: additional class names

Value

a cross_projector object

Details

This class extends projector and therefore basic operations such as project, shape, reprocess, and coef work, but by default, it is assumed that the X block is primary. To access Y block operations, an additional argument source must be supplied to the relevant functions, e.g., coef(fit, source = "Y")

Examples

# Create two scaled matrices X and Y
X <- scale(matrix(rnorm(10 * 5), 10, 5))
Y <- scale(matrix(rnorm(10 * 5), 10, 5))

# Perform canonical correlation analysis on X and Y
cres <- cancor(X, Y)
sx <- X %*% cres$xcoef
sy <- Y %*% cres$ycoef

# Create a cross_projector object using the canonical correlation analysis results
canfit <- cross_projector(cres$xcoef, cres$ycoef, cor = cres$cor,
                          sx = sx, sy = sy, classes = "cancor")