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When applying CCA with K (no. components) > 1, the correlations shows that the components (variate pairs) are not in order. I mean the algorithm do not find the components (variate pairs) with highest correlation first as usual with the canonical correlation analysis.
My question is: why this happens? Is there something wrong with the algorithm?
When applying CCA with K (no. components) > 1, the correlations shows that the components (variate pairs) are not in order. I mean the algorithm do not find the components (variate pairs) with highest correlation first as usual with the canonical correlation analysis.
My question is: why this happens? Is there something wrong with the algorithm?
For example:
Cor(Xu,Zv): 0.512428 0.4441759 0.3440325 0.3222489 0.3543843 0.3263363 0.2735624 0.4195671 0.3355198
0.07567072 0.3896306 0.4009333 0.3386426 0.2919851 0.2948428 -0.2636535 0.2998453 0.2414016 0.1131466 0.3455032
0.3215791 0.294587 0.291917 0.2315353 0.3638832 0.2225713 0.2642012 0.152275 0.2373895 0.2511922 0.2100979
0.08448272 0.203888 0.2499428 0.341682 0.179788 0.297135 0.3365224 0.2939087 0.2547326
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