How to obtain loading eigenvalues from CPCA?
I'm experimenting with CPCA made available in the contrastive module in python.
Description found here - https://www.nature.com/articles/s41467-018-04608-8#Bib1 GitHub and Description here - https://github.com/abidlabs/contrastive
I'm trying to obtain the eigenvalues (loadings) for the CPCA run, but it seems to give only the eigenvectors (projections) only.
Does anyone have the faintest idea on how to do this?
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A brief look at the code shows that they are discarded, so you'll have to modify the source code (check method cpca_alpha).
I was hoping it wouldn't come to that, altering source code always ends up breaking it. At least in my case. Thanks though!