Canonical correlations for test data?

[kimrants]

After running validate, is it possible to obtain the canonical correlations for the components?
As far as I can read, you can only get the correlation to the actual test data and/or predictions... but wouldn't it better for validating the model to obtain the canonical correlations?

Thanks!

[kimrants]

I actually don't understand why the validation method that adds the attribute: cca.corrs is supposed to work?
As far as I understand, CCA produces weights w_a and w_b such that corr(Aw_a, Bw_b) is maximised.

If you just find the correlation corr(A_test*w_a, B_test) you are not using one of the mappings? I don't see why this should work?

Thank you!

[sdrakulich]

Any followup on this?