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fix(cca, discrim): fix CCA statistics and discrim ordering - #447

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ChickenisLegit:fix-cca-and-discrim
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fix(cca, discrim): fix CCA statistics and discrim ordering#447
ChickenisLegit wants to merge 3 commits into
neurodata:mainfrom
ChickenisLegit:fix-cca-and-discrim

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@ChickenisLegit

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Fixes #413 (CCA Incorrect Statistics) and fixes #422 (DiscrimTwoSample output depends on input order). CCA statistics are now correctly computed as canonical correlation instead of squared singular values. DiscrimTwoSample ordering is fixed by computing isolated values once rather than independently per input.

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@sampan501 sampan501 left a comment

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Can you verify that these stats are right against a reference implementation? Right now, some of the tests have been loosend.

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DiscrimTwoSample output depends on input order CCA Incorrect Statistics

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