gemmr.generative_model.GEMMR

gemmr.generative_model.GEMMR(model, *args, **kwargs)

Generate a joint covariance matrix for X and Y.

Within-set principal component spectra are set to follow power laws with decay constants ax and ay for X and Y, respectively.

For generation of the between-set covariance matrix \(\Sigma_{XY}\) _mk_Sigmaxy() is called, see there for details.

Parameters:

  • model ("pls" or "cca") – whether to return a covariance matrix for CCA or PLS

  • random_state (None or int or a random number generator instance) – For reproducibility, a random number generator is instantiated and all random numbers are drawn from that

  • px (int) – number of features in X

  • py (int) – number of features in Y

  • ax (float) – should usually be <= 0. Eigenvalues of within-modality covariance for X are assumed to follow a power-law with this exponent

  • ay (float) – should usually be <= 0. Eigenvalues of within-modality covariance for X are assumed to follow a power-law with this exponent

  • r_between (float between 0 and 1) – cross-modality correlation the latent mode vectors should have

  • max_n_sigma_trials (int >= 1) – number of times an attempt is made to find suitable latent mode vectors. See _mk_Sigmaxy() for details.

  • expl_var_ratio_thr (float) – threshold for required within-modality variance along latent mode vectors

  • coordinate_system ("pc", "random", or vector of length 2) – see _check_coordinate_system