CAKE - Preheat oven to 350 F. Grease and flour 9x13 cake pan. Mix yellow cake mix, eggs, vanilla pudding mix, oil, and cold water together. Pour into pan and bake for 20-25 minutes. Cool 5 minutes in pan, then remove and cool completely on cake rack.
Frosting - Mix cream cheese and sour cream. Blend in powdered sugar, French vanilla pudding mix, and cool whip. Fold in drained pineapples. Poke holes in cake with fork and pour pineapple juice over dry cake, then add frosting to cake. Refrigerate.