Correlated Component Analysis

Matlab code implementing Correlated Component Analysis following this reference

Lucas C. Parra, Stefan Haufe, Jacek P. Dmochowski, "Correlated Components Analysis --- Extracting Reliable Dimensions in Multivariate Data", Neurons, Behavior, Data Analysis and Theory (NBDT). arXiv:1801.08881. Jan 29, 2019.

To generate all figures in that paper grab the data and some extra plotting functions here https://www.parralab.org/corrca/