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https://github.com/shu-hai/D-CCA

A Decomposition-based Canonical Correlation Analysis for High-dimensional Datasets (JASA-20 paper)
https://github.com/shu-hai/D-CCA

data-fusion data-integration high-dimensional-data integrative-analysis multiblock-structures multiview

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A Decomposition-based Canonical Correlation Analysis for High-dimensional Datasets (JASA-20 paper)

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# D-CCA: A Decomposition-based Canonical Correlation Analysis for High-dimensional Datasets
This python package implements the D-CCA method proposed in [1] for K=2 datasets. See [example.py](https://github.com/shu-hai/D-CCA/blob/master/example.py) for details, with Python 3.5 or above. For K>2 datasets, please use the [D-GCCA](https://github.com/shu-hai/D-GCCA) method.

D-CCA conducts the following decomposition:

for

where and share the same latent factors, but and have uncorrelated latent factors.

Note that should be row-mean centered.

Please cite the article [1] for this package, which is available [here](https://www.researchgate.net/publication/329691934_D-CCA_A_Decomposition-based_Canonical_Correlation_Analysis_for_High-Dimensional_Datasets).

[1] Hai Shu, Xiao Wang & Hongtu Zhu (2020) D-CCA: A Decomposition-based Canonical Correlation Analysis for High-dimensional Datasets. Journal of the American Statistical Association, 115(529): 292-306. [DOI: 10.1080/01621459.2018.1543599](https://doi.org/10.1080/01621459.2018.1543599)