Matlab code and data to generate figures for our paper on correlated component analysis (CorrCA): Lucas C. Parra, Stefan Haufe, Jacek P. Dmochowski , Correlated Components Analysis - Extracting
150 cross correlations of seismic noise in Iceland for 75 station pairs. There are two cross correlations per pair, one for vertical component and one for the transverse component.
The correlations are based on cross-validations, where the last column stands for an overall calculation based on 24 ranking lists. A minimization of least squares, combined with a penalty term of the
For each simulated data-set in each of the three experiments, we generated labels for both the paired and random cases, using a regular sequence of “before” and “after” labels in the paired case, and
This article outlines a Bayesian methodology to estimate and test the Kendall rank correlation coefficient τ. The nonparametric nature of rank data implies the absence of a generative model and the la