Computing Common Principal Components This project contains four files (two function files and two test files). Function files include one file stepwiseCPC.m for stepwise CPC by (Trendafilov, 2010). One file is test_stepwiseCPC.m is to test stepwiseCPC.m function. Function files include one file stepwiseCFCPC.m for our version stepwise CFCPC. One file is test_stepwiseCFCPC.m is to test stepwiseCFCPC.m function. Please cite following while using CPC code files. Riaz, U., Razzaq, F. A., Hu, S., & Valdés-Sosa, P. A. (2021). Stepwise Covariance-Free Common Principal Components (CF-CPC) With an Application to Neuroscience. Frontiers in Neuroscience, 15.
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Computing Common Principal Components
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