cca_zoo

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Just noted, that for cca_zoo.SCCA_PMD the penalty parameters must be within the range 0-1 (as discussed in this thread with the idea of penalty ranges from 0-1 being more "sklearn-ish" and also to stick to the original R-implementation of the authors) but for models like cca_zoo.GRCCA it can be 0-inf. Maybe it would be a good idea to already describe the penalty ranges in the documentation? Also noted that cca_zoo.SCCA_PMD throws an error when providing values for c > 1 which is nice. However, this could conversely lead users to think that this is some sort of default range for other Sparse CCA classes?

agree with these comments will adjust when I get the chance