SEEDCCA: An Integrated R-Package for Canonical Correlation Analysis and Partial Least Squares

Abstract

Canonical correlation analysis (CCA) has a long history as an explanatory statistical method in high-dimensional data analysis and has been successfully applied in many scientific fields such as chemometrics, pattern recognition, genomic sequence analysis, and so on. The so-called seedCCA is a newly developed R package that implements not only the standard and seeded CCA but also partial least squares. The package enables us to fit CCA to large-p and small-n data. The paper provides a complete guide. Also, the seeded CCA application results are compared with the regularized CCA in the existing R package. It is believed that the package, along with the paper, will contribute to high-dimensional data analysis in various science field practitioners and that the statistical methodologies in multivariate analysis become more fruitful.