ssc#

fastcan.utils.ssc(X, y)#

Sum of the squared canonical correlation coefficients.

Parameters:
  • X (array-like of shape (n_samples, n_features)) – Feature matrix.

  • y (array-like of shape (n_samples, n_outputs)) – Target matrix.

Returns:

ssc – Sum of the squared canonical correlation coefficients.

Return type:

float

Examples

>>> from fastcan.utils import ssc
>>> X = [[1], [-1], [0]]
>>> y = [[0], [1], [-1]]
>>> ssc(X, y)
np.float64(0.25)