The function performs Canonical Correlation Analysis to highlight correlations between
two data matrices. It complete the cancor() function with supplemental numerical and
graphical outputs and can handle missing values.
Usage
cc(X, Y)
Arguments
X
numeric matrix (n * p), containing the X coordinates.
Y
numeric matrix (n * q), containing the Y coordinates.
Value
A list containing the following components:
cor
canonical correlations
names
a list containing the names to be used for individuals and variables
for graphical outputs
xcoef
estimated coefficients for the 'X' variables as returned by cancor()
ycoef
estimated coefficients for the 'Y' variables as returned by cancor()
scores
a list returned by the internal function comput() containing individuals
and variables coordinates on the canonical variates basis.
Details
The canonical correlation analysis seeks linear combinations of
the 'X' variables which are the most correlated with linear
combinations of the 'Y' variables.
Let PX and PY be the projector onto the respective column-space of X and Y.
The eigenanalysis of PXPY provide the canonical correlations (square roots
of the eigenvalues) and the coefficients of linear combinations that define
the canonical variates (eigen vectors).