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Canonical Correlations

Usage

cancor(x, y, xcenter=TRUE, ycenter=TRUE)

Arguments

x a matrix containing the x coordinates.
y a matrix containing the y coordinates.
xcenter a parameter describing any centering to be done on the x values before the analysis. The default is substract the column means, but it is possible to supply a vector of values to be subtracted from the columns. It is possible to turn off any adjustment.
ycenter like the parameter xcenter, but for the y values.

Description

This function performs a canonical correlation analysis for the given data. The analysis seeks linear combinations of the y variables which are well explained by linear combinations of the x variables.

Value

A list containing the following components:
xcoef estimated coefficients for the x variables.
ycoef estimated coefficients for the y variables.
xcenter the values used to adjust the x variables.
ycenter the values used to adjust the x variables.

References

Hotelling H. (1936). ``Relations between two sets of variables''. Biometrika, 28, 321-327.

Seber, G. A. F. (1984). Multivariate Analysis. New York: Wiley.

See Also

qr, svd.

Examples

soil <- evap.x[,1:3]
air <- evap.x[,-(1:3)]
airsoil <- cancor(air, soil)