Greetings,
Firstly, thanks for all the great work put into this package, which I’ve began using for rCCA. I have a question somewhat related to this thread.
My understanding is that the canonical correlation (for example the first mode) would be the Pearson correlation between the the canonical variate scores from the first mode. When I do rCCA without any regularization (both set to 0), my manual calculation matches the r-value output by the rcca function.
However, if I apply any regularization, than the r-value in the output of rCCA does not correspond to the Pearson correlation I manually calculate between the first pair of canonical variate scores. Is there something I am misunderstanding, or is there a way to perhaps do any operation on the canonical variates so I can get the manual calculation to match what r-value in the output of the rCCA function?
Thank you in advance.