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Barnett-Preisendorfer Canonical Correlation Analysis.
This module performs a previous EOF decomposition in order to retain only the most important modes and then applies CCA. The output are NumPy arrays containing the canonical patterns, the expansion coefficients and the correlations. For further details and notation:
Bretherton et al. "An Intercomparison of Methods for Finding Coupled Patterns in Climate Data", Journal of Climate, vol. 5 (1992), p541
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