Reference:

Arto Klami, Seppo Virtanen, and Samuel Kaski. Bayesian canonical correlation analysis. Journal of Machine Learning Research, 14:965–1003, 2013. Implementation in R available at http://research.ics.aalto.fi/mi/software/CCAGFA/.

Suggested BibTeX entry:

@article{Klami13jmlr,
    author = {Arto Klami and Seppo Virtanen and Samuel Kaski},
    journal = {Journal of Machine Learning Research},
    language = {eng},
    note = {Implementation in R available at http://research.ics.aalto.fi/mi/software/CCAGFA/.},
    pages = {965--1003},
    title = {Bayesian Canonical Correlation Analysis},
    volume = {14},
    year = {2013},
}