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scca may produce negative canonical correlations #13

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gabraham opened this issue Jan 28, 2016 · 0 comments
Open

scca may produce negative canonical correlations #13

gabraham opened this issue Jan 28, 2016 · 0 comments
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@gabraham
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Likely due to non-convergence of the iterative thresholding algorithm when penalty is too low. May be need to terminate loop early when this is detected.

@gabraham gabraham self-assigned this Jan 28, 2016
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