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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)