Description: CCA calculate canonical correlations
[Wx Wy r] = cca(X,Y) where Wx and Wy contains the canonical correlation
vectors as columns and r is a vector with corresponding canonical
correlations. The correlations are sorted in descending order. X and Y
are matrices where each column is a sample. Hence, X and Y must have
the same number of columns.
Example: If X is M*K and Y is N*K there are L=MIN(M,N) solutions. Wx is
then M*L, Wy is N*L and r is L*1.
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cca.m
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