FDRcorrectedSCCA
Here we propose a way of applying the FDR concept to sparse CCA, and a method to control the FDR. The proposed FDR correction directly influences the sparsity of the solution, adapting it to the unknown true sparsity level. Theoretical derivation as well as simulation studies show that our procedure indeed keeps the FDR of the canonical vectors below a user-specified target level.
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Recent Activity - Forums
Welcome to Open-Discussion posted by Yu-Ping Wang on Jul 30, 2019
Recent Activity - News
FDRcorrectedSCCA v1.0 released posted by Yu-Ping Wang on Aug 8, 2019
Recent Activity - Files
fdrscca_2018: FDRcorrectedSCCA release
FDRcorrectedSCCA-master.zip posted by Yu-Ping Wang on Jul 30, 2019
fdrscca_2018: FDRcorrectedSCCA release
http://www.tulane.edu/~wyp/Software.html posted by Yu-Ping Wang on Jul 30, 2019