Can you please explain how the weights of the blocks in a multi-block setting are calculated ?
In the manual page 134 ("predict" function) it is stated that "the weights of the blocks are calculated as the correlation between a block's components and the outcome's components". However there are typically several components whereas there's only 1 weight value per block.
Is it something like the sum of all correlations between the blocks' components and the outcome's components ? Or the sum of the squared previous correlations ?
Thanks in advance, Arnaud