Canonical Variate Regression

Perform canonical variate regression (CVR) for two sets of covariates and a univariate response, with regularization and weight parameters tuned by cross validation.


Reference manual

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0.1.1 by Chongliang Luo, 4 years ago

Browse source code at

Authors: Chongliang Luo , Kun Chen.

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp

Depends on PMA

Linking to Rcpp, RcppArmadillo

See at CRAN