525 and 526: CCA Options

The CCA Options menu permits the user to change the maximum and minimum numbers of CCA modes. A prompt for the numbers of CCA modes does appear automatically after the X and Y modes options are specified if both the X and Y input files are opened, and if the number of CCA modes is not constrained to be one (see comments below regarding restrictions on the numbers of modes). The menu item allows the numbers of modes to be reset at any time. Note that changing the number of CCA modes will require CPT to reset if results have been calculated.

There are a few restrictions on the number of CCA modes:

• the minimum number of CCA modes cannot exceed the minimum number of X or Y modes;
• the maximum number of CCA modes cannot exceed the maximum number of X or Y modes.

If the combined number of X and Y modes exceeds the length of the training period or the minimum of the number of X and Y variables, a perfect canonical correlation will be achieved through overfitting. Adding additional X or Y modes will result in additional perfect canonical correlations. The results essentially becoming spurious. There is an option to force CPT to avoid using too many combined numbers of modes when seeking the optimal numbers of modes. By default, CPT will not attempt to calculate cross-validated predictions when any of the canonical correlations become perfect. However, this default is not active when using project files up to version 11.02. The option can be changed using the advanced CCA options.