I have to do canonical correlation analysis between two multivariate datasets X and Y. One dataset contain numerical data and the other binary data. I would like to know what features are highly correlated with the features in second data set.
- Would the normal CCA available in MATLAB be sufficient if one data set has numerical (integer and floating point values) and the second dataset has binary values (0 or 1) for all the values for the various features?
- How to tackle this problem if both data sets are composed of binary variables?