Canonical correlation analysis and maximum correlation via projection pursuit, as well as fast implementations of correlation estimators, with a focus on robust and non-parametric methods.
Package ccaPP is on CRAN (The Comprehensive R Archive Network), hence the latest release can be easily installed from the R command line via
install.packages("ccaPP")
If you experience any bugs or issues or if you have any suggestions for additional features, please submit an issue via the Issues tab of this repository. Please have a look at existing issues first to see if your problem or feature request has already been discussed.
If you want to contribute to the package, you can fork this repository and create a pull request after implementing the desired functionality.